CBOE Apple Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
96.29%
increased by 14.87%
1 Week
99.35%
increased by 17.93%
1 Month
105.87%
increased by 24.45%
Analysis last updated: Friday, June 12, 2026 at 11:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 50.4474 | 5.66 | |
| 0.1092 | 12.46 | |
| 0.9043 | 48.47 | |
| 3.3147 | 7.32 |
Estimation Period:
Jan 7, 2011 to Jun 5, 2026
Jan 7, 2011 to Jun 5, 2026
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