CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:135.27% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.0675 | 5.51 | |
| 0.1106 | 12.37 | |
| 0.9057 | 48.37 | |
| 3.3148 | 7.33 |
Estimation Period:
Jan 7, 2011 to Nov 26, 2025
Jan 7, 2011 to Nov 26, 2025
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