CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 18th, 2025:92.30% (+12.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.7555 | 5.56 | |
| 0.1106 | 12.38 | |
| 0.9049 | 48.30 | |
| 3.3160 | 7.32 |
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Jan 7, 2011 to Dec 12, 2025
Other CBOE Apple Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices