CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:81.12% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2139 | 23.96 | |
| 0.7197 | 42.48 | |
| -0.2139 | -23.98 | |
| 0.7941 | 0.36 | |
| 0.0116 | 0.46 | |
| 0.9713 | 13.63 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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