V-Lab
CBOE IBM Volatility Index APARCH Volatility Analysis
Volatility Prediction for Thursday, July 3rd, 2025:92.51% (+10.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 9.02 | |
| 0.2267 | 16.13 | |
| 0.4670 | 16.06 | |
| -0.3872 | -11.39 | |
| 0.5000 | 11.91 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other APARCH Analyses on Volatility Indices