V-Lab: CBOE Apple Volatility Index Spline-GARCH Volatility Analysis

V-Lab

CBOE Apple Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:102.99% (-0.11%)

Analysis last updated: Friday, July 4, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2187	7.84
$α$	0.1274	4.36
$β$	0.5815	6.16
$γ_{1}$	0.0448	2.30
$γ_{2}$	-0.0790	-2.59
$γ_{3}$	0.0773	2.58

Estimation Period:
Jan 7, 2011 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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