V-Lab
CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Tuesday, April 30th, 2024:120.94% (-9.00%)
Analysis last updated: Tuesday, April 30, 2024 at 11:30 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5223 | 13.77 | |
| 0.3843 | 23.55 | |
| 0.6199 | 22.14 | |
| 0.1962 | 13.53 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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