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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1696	7.83***
α ARCH Response to squared shocks	0.1212	4.40***
β GARCH Volatility persistence	0.5876	6.24***

γ₁	0.0268	1.74*
γ₂	-0.0461	-2.06**
γ₃	0.0292	2.39**

V-Lab

CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other CBOE Apple Volatility Index Analyses