CBOE Apple Volatility Index

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CBOE NASDAQ-100 Volatility Index

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CBOE Russell 2000 Volatility Index

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CBOE S&P 500 6-Month Volatility Index

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CBOE Skew Index

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's illiquidity

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	8.8241	6.30***
α ARCH Response to squared shocks	0.0482	74.51***
β GARCH Volatility persistence	0.9972	2,414.54***
ν DF Student-t tail thickness	4.7360	29.93***

V-Lab

Apple Inc GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Apple Inc Analyses