CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:83.48% (-3.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1882 | 7.75 | |
| 0.1248 | 4.40 | |
| 0.5896 | 6.31 | |
| 0.0327 | 1.89 | |
| -0.0546 | -2.15 | |
| 0.0326 | 2.30 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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