V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:96.40% (-9.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.6419 | 5.48 | |
| 0.1121 | 12.39 | |
| 0.9048 | 47.66 | |
| 3.2986 | 7.45 |
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Jan 7, 2011 to Sep 12, 2025
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