CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:110.84% (+28.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1888 | 7.74 | |
| 0.1247 | 4.38 | |
| 0.5915 | 6.34 | |
| 0.0337 | 1.89 | |
| -0.0556 | -2.11 | |
| 0.0323 | 2.20 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other CBOE Apple Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices