CBOE IBM Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:98.83% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 15.69 | |
| 0.1419 | 15.98 | |
| 0.4833 | 27.31 | |
| -5.9731 | -17.39 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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