CBOE Apple Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:57.86% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 0.97 | |
| -0.0009 | -0.35 | |
| 0.9853 | 110.90 | |
| 0.1442 | 34.01 |
Estimation Period:
Jan 7, 2011 to Dec 24, 2025
Jan 7, 2011 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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