V-Lab
CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:92.75% (-4.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1840 | 7.77 | |
| 0.1218 | 4.28 | |
| 0.5920 | 6.18 | |
| 0.0362 | 1.90 | |
| -0.0575 | -2.03 | |
| 0.0306 | 1.92 |
Estimation Period:
Jan 7, 2011 to May 16, 2025
Jan 7, 2011 to May 16, 2025
News Impact Curve
Volatility Forecasts
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