CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:108.38% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2131 | 24.01 | |
| 0.7187 | 41.62 | |
| -0.2131 | -23.97 | |
| 0.8376 | 0.35 | |
| 0.0121 | 0.44 | |
| 0.9699 | 12.46 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices