V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:184.00% (+30.90%)
Analysis last updated: Tuesday, March 11, 2025 at 11:34 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.5194 | 5.54 | |
| 0.1133 | 11.59 | |
| 0.8973 | 44.42 | |
| 3 | 7.11 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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