V-Lab
CBOE Apple Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:98.71% (-3.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 0.96 | |
| -0.0031 | -1.38 | |
| 0.9868 | 122.57 | |
| 0.1403 | 32.88 |
Estimation Period:
Jan 7, 2011 to Jun 6, 2025
Jan 7, 2011 to Jun 6, 2025
News Impact Curve
Volatility Forecasts
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