CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:96.99% (+15.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2143 | 23.95 | |
| 0.7192 | 42.64 | |
| -0.2143 | -23.98 | |
| 0.7920 | 0.35 | |
| 0.0113 | 0.45 | |
| 0.9717 | 13.59 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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