V-Lab
CBOE Apple Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:97.24% (-8.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1826 | 7.77 | |
| 0.1212 | 4.27 | |
| 0.5935 | 6.20 | |
| 0.0359 | 1.89 | |
| -0.0570 | -2.01 | |
| 0.0301 | 1.90 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
News Impact Curve
Volatility Forecasts
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