V-Lab
CBOE Apple Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:78.18% (+0.04%)
Analysis last updated: Wednesday, May 1, 2024 at 11:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2501 | 7.84 | |
| 0.1167 | 4.01 | |
| 0.6146 | 6.36 | |
| 0.0548 | 2.32 | |
| -0.0871 | -2.38 | |
| 0.0427 | 1.26 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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