CBOE IBM Volatility Index APARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:116.06% (+26.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.67 | |
| 0.0951 | 5.97 | |
| 0.8177 | 61.92 | |
| -1.0000 | -4.05 | |
| 1.0886 | 12.79 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
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