CBOE IBM Volatility Index EGARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:132.23% (-24.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6198 | 15.47 | |
| 0.3773 | 25.07 | |
| 0.5974 | 22.71 | |
| 0.1953 | 14.42 |
Estimation Period:
Jan 7, 2011 to Dec 31, 2025
Jan 7, 2011 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
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