V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:74.84% (-4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51.8051 | 5.47 | |
| 0.1123 | 12.37 | |
| 0.9045 | 47.31 | |
| 3.2926 | 7.46 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
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