CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 16th, 2026:115.27% (+18.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6430 | 15.71 | |
| 0.3810 | 25.55 | |
| 0.5914 | 22.51 | |
| 0.1946 | 14.44 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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