CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:100.30% (-8.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4084 | 18.13 | |
| 0.4145 | 16.63 | |
| -0.3883 | -17.84 | |
| 55.4776 |
Estimation Period:
Jan 7, 2011 to Feb 13, 2026
Jan 7, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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