CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:117.53% (+9.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8823 | 9.31 | |
| 0.3707 | 5.51 | |
| 0.1161 | 2.05 | |
| -0.0020 | -2.22 |
Estimation Period:
Jan 7, 2011 to Feb 20, 2026
Jan 7, 2011 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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