V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:108.32% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.2795 | 5.49 | |
| 0.1120 | 12.19 | |
| 0.9031 | 46.63 | |
| 3.2915 | 7.37 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
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