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

V-Lab

CBOE Apple Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, May 30th, 2025:109.04% (-6.34%)

Analysis last updated: Friday, May 30, 2025 at 11:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.2121	23.70
$β$	0.7146	42.48
$γ$	-0.2121	-23.78
$λ_{1}$	0.6873	0.35
$λ_{2}$	0.0101	0.45
$λ_{3}$	0.9756	15.95

Estimation Period:
Jan 7, 2011 to May 23, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other CBOE Apple Volatility Index Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
GAS-GARCH Student T