V-Lab
CBOE Apple Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:105.57% (+4.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 0.97 | |
| -0.0031 | -1.37 | |
| 0.9863 | 118.45 | |
| 0.1412 | 32.99 |
Estimation Period:
Jan 7, 2011 to Jul 11, 2025
Jan 7, 2011 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
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