CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
97.25%
decreased by 3.45%
1 Week
109.67%
increased by 8.97%
1 Month
117.18%
increased by 16.48%
Analysis last updated: Wednesday, April 1, 2026 at 11:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7178 | 16.74 | |
| 0.3825 | 27.01 | |
| 0.5748 | 22.46 | |
| 0.1796 | 13.86 |
Estimation Period:
Jan 7, 2011 to Mar 27, 2026
Jan 7, 2011 to Mar 27, 2026
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