CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:92.46% (-6.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1868 | 7.76 | |
| 0.1243 | 4.41 | |
| 0.5910 | 6.34 | |
| 0.0320 | 1.88 | |
| -0.0538 | -2.15 | |
| 0.0324 | 2.33 |
Estimation Period:
Jan 7, 2011 to Dec 31, 2025
Jan 7, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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