CBOE Apple Volatility Index

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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0911	7.86***
α ARCH Response to squared shocks	0.1903	51.09***
β GARCH Volatility persistence	0.8017	286.71***

V-Lab

Apple Inc MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Apple Inc Analyses