CBOE IBM Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Monday, February 2nd, 2026:144.31% (-37.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 15.76 | |
| 0.1429 | 16.24 | |
| 0.4784 | 27.07 | |
| -6.0264 | -17.71 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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