V-Lab
CBOE Apple Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, July 10th, 2025:99.62% (-6.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 6.73 | |
| 0.0851 | 9.05 | |
| 0.8090 | 70.60 | |
| -1.0000 | -6.88 | |
| 1.0853 | 17.04 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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