CBOE IBM Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:102.06% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.92 | |
| 0.0430 | 8.29 | |
| 0.8644 | 62.01 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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