V-Lab
CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:104.36% (-16.36%)
Analysis last updated: Wednesday, May 1, 2024 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9104 | 8.28 | |
| 0.3970 | 5.31 | |
| 0.1266 | 2.02 | |
| -0.0023 | -1.76 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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