CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 24th, 2025:79.55% (-1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2144 | 24.04 | |
| 0.7197 | 42.47 | |
| -0.2144 | -24.05 | |
| 0.7653 | 0.38 | |
| 0.0127 | 0.50 | |
| 0.9708 | 14.48 |
Estimation Period:
Jan 7, 2011 to Dec 19, 2025
Jan 7, 2011 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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