CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:134.81% (+44.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1810 | 7.77 | |
| 0.1274 | 4.43 | |
| 0.5797 | 6.16 | |
| 0.0305 | 1.82 | |
| -0.0511 | -2.08 | |
| 0.0307 | 2.26 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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