CBOE Apple Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:101.93% (-2.60%)
Parameter Estimates
param | t-stat | |
---|---|---|
5.0000 | 10.03 | |
0.0571 | 16.89 | |
0.8324 | 70.25 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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