CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:100.68% (-14.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6555 | 15.84 | |
| 0.3802 | 25.69 | |
| 0.5887 | 22.43 | |
| 0.1964 | 14.68 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
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