V-Lab: CBOE Apple Volatility Index MF2-GARCH Volatility Analysis

V-Lab

CBOE Apple Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:96.36% (+6.74%)

Analysis last updated: Wednesday, July 30, 2025 at 11:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.2139	23.91
$β$	0.7171	45.32
$γ$	-0.2139	-24.14
$λ_{1}$	0.6401	0.34
$λ_{2}$	0.0081	0.45
$λ_{3}$	0.9783	17.63

Estimation Period:
Jan 7, 2011 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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