V-Lab
CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 21st, 2025:111.30% (-15.48%)
Analysis last updated: Monday, January 20, 2025 at 12:33 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2173 | 7.94 | |
| 0.1290 | 4.18 | |
| 0.5487 | 5.35 | |
| 0.0437 | 2.20 | |
| -0.0708 | -2.39 | |
| 0.0393 | 2.40 |
Estimation Period:
Jan 7, 2011 to Jan 17, 2025
Jan 7, 2011 to Jan 17, 2025
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