V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:112.94% (-16.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.7726 | 5.34 | |
| 0.1120 | 12.08 | |
| 0.9040 | 45.78 | |
| 3.2746 | 7.36 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
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