V-Lab
V-Lab
CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:120.74% (+1.97%)
Analysis last updated: Thursday, June 19, 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
ω1.569615.25
α0.389226.05
β0.610423.60
γ0.200215.05
Estimation Period:
Jan 7, 2011 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts