CBOE IBM Volatility Index APARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:123.86% (-6.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0000 | 4.74 | |
| 0.0960 | 6.70 | |
| 0.8146 | 61.11 | |
| -1.0000 | -4.65 | |
| 1.0761 | 12.79 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
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