CBOE IBM Volatility Index APARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
89.20%
decreased by 2.68%
1 Week
96.65%
increased by 4.77%
1 Month
113.47%
increased by 21.59%
Analysis last updated: Friday, April 17, 2026 at 11:30 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.95 | |
| 0.0898 | 4.26 | |
| 0.8289 | 68.66 | |
| -1.0000 | -2.75 | |
| 1.1261 | 14.13 |
Estimation Period:
Jan 7, 2011 to Apr 10, 2026
Jan 7, 2011 to Apr 10, 2026
Other CBOE IBM Volatility Index Analyses
Other APARCH Analyses on Volatility Indices