CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:96.35% (-8.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6287 | 15.40 | |
| 0.3787 | 24.97 | |
| 0.5960 | 22.48 | |
| 0.1960 | 14.36 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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