CBOE IBM Volatility Index GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
101.84%
decreased by 0.65%
1 Week
104.53%
increased by 2.04%
1 Month
110.42%
increased by 7.93%
Analysis last updated: Thursday, May 21, 2026 at 11:40 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.96 | |
| 0.0409 | 8.43 | |
| 0.8670 | 63.07 |
Estimation Period:
Jan 7, 2011 to May 15, 2026
Jan 7, 2011 to May 15, 2026
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