CBOE Apple Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:91.15% (+4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0122 | 9.85 | |
| 0.1242 | 4.49 | |
| 0.6044 | 6.60 | |
| -0.0029 | -0.94 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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