V-Lab
V-Lab
CBOE IBM Volatility Index GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:118.44% (-3.17%)
Analysis last updated: Friday, May 9, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CBOE IBM Volatility Index GARCH
paramt-stat
ω5.00007.95
α0.04548.26
β0.863361.58
Estimation Period:
Jan 7, 2011 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts