CBOE IBM Volatility Index AGARCH Volatility Analysis
Volatility Prediction for Wednesday, December 3rd, 2025:99.26% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 15.0000 | 15.75 | |
| 0.1429 | 16.04 | |
| 0.4831 | 27.26 | |
| -5.8924 | -17.19 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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