V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:101.98% (-9.91%)
Analysis last updated: Friday, May 10, 2024 at 11:33 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4529 | 16.21 | |
| 0.4815 | 18.65 | |
| -0.4355 | -15.43 | |
| 10.0000 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.8349 | 0.29 |
Estimation Period:
Jan 7, 2011 to May 3, 2024
Jan 7, 2011 to May 3, 2024
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