V-Lab
V-Lab
CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:121.17% (+2.89%)

Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC

Date Range:

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graph of CBOE Apple Volatility Index GAS-GARCH-T
paramt-stat
ω51.28865.31
α0.110711.62
β0.901544.46
ν37.11
Estimation Period:
Jan 7, 2011 to Dec 13, 2024