CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:112.88% (+10.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.8477 | 5.64 | |
| 0.1096 | 12.31 | |
| 0.9029 | 47.66 | |
| 3.3090 | 7.24 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
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