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	param	t-stat
$ω$	0.9856	7.85
$α$	0.3630	5.36
$β$	0.0990	1.87
$γ_{1}$	0.0095	1.03
$γ_{2}$	-0.0204	-1.06

V-Lab

CBOE IBM Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:102.47% (-14.91%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses