CBOE Apple Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:94.49% (-2.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0513 | 0.97 | |
| -0.0011 | -0.42 | |
| 0.9851 | 108.54 | |
| 0.1432 | 33.38 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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