V-Lab
V-Lab
CBOE Apple Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, March 21st, 2025:103.53% (-6.89%)
Analysis last updated: Friday, March 21, 2025 at 11:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE Apple Volatility Index APARCH
paramt-stat
ω1.00006.53
α0.08248.49
β0.811367.25
γ-1.0000-6.40
δ1.089416.61
Estimation Period:
Jan 7, 2011 to Mar 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts