CBOE IBM Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:125.44% (-10.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.73 | |
| 0.0949 | 6.37 | |
| 0.8167 | 62.08 | |
| -1.0000 | -4.36 | |
| 1.0821 | 12.81 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
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