V-Lab
CBOE Apple Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:88.33% (+1.69%)
Analysis last updated: Friday, April 26, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 6.21 | |
| 0.0834 | 6.98 | |
| 0.8146 | 68.43 | |
| -1.0000 | -4.97 | |
| 1.1112 | 16.06 |
Estimation Period:
Jan 7, 2011 to Apr 19, 2024
Jan 7, 2011 to Apr 19, 2024
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