CBOE IBM Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:104.80% (+10.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.72 | |
| 0.0968 | 6.16 | |
| 0.8159 | 61.60 | |
| -1.0000 | -4.19 | |
| 1.0858 | 12.88 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
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