CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:106.15% (-9.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1819 | 7.77 | |
| 0.1270 | 4.40 | |
| 0.5807 | 6.15 | |
| 0.0306 | 1.82 | |
| -0.0513 | -2.09 | |
| 0.0308 | 2.26 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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