CBOE Apple Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:100.90% (+9.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.2102 | 24.02 | |
| 0.7205 | 41.34 | |
| -0.2102 | -23.92 | |
| 0.8789 | 0.34 | |
| 0.0120 | 0.42 | |
| 0.9691 | 11.50 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices