CBOE Apple Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 23rd, 2025:90.60% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2027 | 7.77 | |
| 0.1267 | 4.42 | |
| 0.5866 | 6.31 | |
| 0.0373 | 2.01 | |
| -0.0643 | -2.21 | |
| 0.0508 | 1.84 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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