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

V-Lab

CBOE Apple Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:105.80% (-1.17%)

Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.2135	23.86
$β$	0.7149	44.04
$γ$	-0.2135	-24.03
$λ_{1}$	0.6500	0.35
$λ_{2}$	0.0090	0.46
$λ_{3}$	0.9774	17.34

Estimation Period:
Jan 7, 2011 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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