V-Lab
V-Lab
CBOE Apple Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:95.36% (-3.18%)
Analysis last updated: Monday, May 19, 2025 at 11:38 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Apple Volatility Index AGARCH
paramt-stat
ω8.567919.79
α0.104824.69
β0.643764.64
γ-5.5242-17.32
Estimation Period:
Jan 7, 2011 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts