V-Lab
CBOE Apple Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:79.92% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 0.97 | |
| -0.0018 | -0.72 | |
| 0.9851 | 109.14 | |
| 0.1434 | 33.42 |
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Jan 7, 2011 to Sep 12, 2025
News Impact Curve
Volatility Forecasts
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