CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 9th, 2026:98.68% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 50.6899 | 5.58 | |
| 0.1103 | 12.33 | |
| 0.9046 | 48.26 | |
| 3.3209 | 7.27 |
Estimation Period:
Jan 7, 2011 to Jan 2, 2026
Jan 7, 2011 to Jan 2, 2026
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