CBOE IBM Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:102.62% (-4.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 15.83 | |
| 0.1423 | 16.28 | |
| 0.4797 | 27.22 | |
| -6.0241 | -17.72 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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