V-Lab
V-Lab
CBOE IBM Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:100.00% (-1.09%)
Analysis last updated: Thursday, July 3, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE IBM Volatility Index AGARCH
paramt-stat
ω15.000015.91
α0.152015.93
β0.485527.08
γ-5.4555-15.95
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts