V-Lab: CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 20th, 2024:108.35% (-12.10%)

Analysis last updated: Friday, December 20, 2024 at 12:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2245	7.96
$α$	0.1290	4.13
$β$	0.5461	5.27
$γ_{1}$	0.0457	2.26
$γ_{2}$	-0.0743	-2.47
$γ_{3}$	0.0417	2.49

Estimation Period:
Jan 7, 2011 to Dec 13, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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