V-Lab
V-Lab
CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Wednesday, July 2nd, 2025:92.71% (-8.22%)
Analysis last updated: Wednesday, July 2, 2025 at 11:37 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE IBM Volatility Index EGARCH
paramt-stat
ω1.575115.31
α0.389626.12
β0.609023.57
γ0.200315.09
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts