V-Lab
CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:91.64% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1831 | 7.77 | |
| 0.1222 | 4.30 | |
| 0.5912 | 6.19 | |
| 0.0353 | 1.89 | |
| -0.0564 | -2.03 | |
| 0.0305 | 1.96 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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