CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:105.08% (+23.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.4609 | 5.44 | |
| 0.1110 | 12.34 | |
| 0.9057 | 47.71 | |
| 3.2945 | 7.40 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
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