V-Lab
CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:86.78% (+3.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1869 | 7.75 | |
| 0.1235 | 4.33 | |
| 0.5917 | 6.26 | |
| 0.0351 | 1.90 | |
| -0.0568 | -2.07 | |
| 0.0315 | 2.05 |
Estimation Period:
Jan 7, 2011 to Jul 25, 2025
Jan 7, 2011 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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