CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:89.78% (+2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.8469 | 5.57 | |
| 0.1109 | 12.37 | |
| 0.9046 | 48.20 | |
| 3.3150 | 7.33 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
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