CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:83.82% (-2.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2138 | 23.86 | |
| 0.7203 | 43.22 | |
| -0.2138 | -23.93 | |
| 0.7717 | 0.35 | |
| 0.0105 | 0.44 | |
| 0.9730 | 14.01 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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