V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 1st, 2025:98.47% (+16.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 52.0726 | 5.44 | |
| 0.1124 | 12.36 | |
| 0.9048 | 47.17 | |
| 3.2877 | 7.49 |
Estimation Period:
Jan 7, 2011 to Jul 25, 2025
Jan 7, 2011 to Jul 25, 2025
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