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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	50.3906	5.54***
α ARCH Response to squared shocks	0.1084	12.48***
β GARCH Volatility persistence	0.9063	48.59***
ν DF Student-t tail thickness	3.2969	7.39***

V-Lab

CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses