CBOE Apple Volatility Index GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:95.70% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 10.20 | |
| 0.0580 | 17.03 | |
| 0.8306 | 70.43 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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