CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:93.30% (+9.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1877 | 7.75 | |
| 0.1237 | 4.38 | |
| 0.5927 | 6.35 | |
| 0.0330 | 1.89 | |
| -0.0549 | -2.14 | |
| 0.0325 | 2.27 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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