CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:180.39% (+4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.8219 | 3.43 | |
| 0.1277 | 14.38 | |
| 0.9089 | 32.02 | |
| 2.5132 | 16.68 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
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