CBOE Apple Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 30th, 2025:111.96% (-7.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 7.6972 | 19.13 | |
| 0.1047 | 25.54 | |
| 0.6563 | 69.17 | |
| -5.5469 | -18.04 |
Estimation Period:
Jan 7, 2011 to Dec 26, 2025
Jan 7, 2011 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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