CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:102.38% (+18.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1883 | 7.75 | |
| 0.1246 | 4.38 | |
| 0.5906 | 6.32 | |
| 0.0333 | 1.89 | |
| -0.0552 | -2.13 | |
| 0.0324 | 2.24 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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