CBOE IBM Volatility Index GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:124.78% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.86 | |
| 0.0407 | 8.37 | |
| 0.8680 | 62.62 |
Estimation Period:
Jan 7, 2011 to Mar 13, 2026
Jan 7, 2011 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other GARCH Analyses on Volatility Indices