CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:130.02% (+44.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2153 | 23.93 | |
| 0.7198 | 43.62 | |
| -0.2153 | -24.05 | |
| 0.7595 | 0.34 | |
| 0.0100 | 0.43 | |
| 0.9738 | 14.11 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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