CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:83.50% (-2.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2126 | 24.01 | |
| 0.7193 | 42.12 | |
| -0.2126 | -23.99 | |
| 0.7631 | 0.38 | |
| 0.0127 | 0.50 | |
| 0.9708 | 14.31 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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