CBOE Apple Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 22nd, 2025:88.44% (+7.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0041 | 9.64 | |
| 0.1259 | 4.51 | |
| 0.6048 | 6.61 | |
| -0.0036 | -1.12 |
Estimation Period:
Jan 7, 2011 to Dec 19, 2025
Jan 7, 2011 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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