CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:132.32% (+7.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.7832 | 5.65 | |
| 0.1093 | 12.30 | |
| 0.9031 | 47.76 | |
| 3.3125 | 7.21 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
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