V-Lab
CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:95.02% (-6.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1880 | 7.75 | |
| 0.1242 | 4.29 | |
| 0.5882 | 6.14 | |
| 0.0369 | 1.92 | |
| -0.0586 | -2.04 | |
| 0.0311 | 1.93 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
News Impact Curve
Volatility Forecasts
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