CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:87.50% (-4.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1754 | 7.78 | |
| 0.1233 | 4.39 | |
| 0.5884 | 6.28 | |
| 0.0294 | 1.78 | |
| -0.0494 | -2.05 | |
| 0.0298 | 2.23 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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