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

V-Lab

CBOE Apple Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, September 17th, 2025:92.76% (-2.60%)

Analysis last updated: Wednesday, September 17, 2025 at 11:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2079	7.78
$α$	0.1277	4.41
$β$	0.5846	6.29
$γ_{1}$	0.0394	2.09
$γ_{2}$	-0.0682	-2.31
$γ_{3}$	0.0575	2.04

Estimation Period:
Jan 7, 2011 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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