CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:101.05% (-10.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1887 | 7.75 | |
| 0.1254 | 4.42 | |
| 0.5891 | 6.33 | |
| 0.0320 | 1.89 | |
| -0.0540 | -2.17 | |
| 0.0330 | 2.39 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices