V-Lab
V-Lab
CBOE IBM Volatility Index GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:103.73% (-0.58%)
Analysis last updated: Tuesday, September 16, 2025 at 11:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of CBOE IBM Volatility Index GARCH
paramt-stat
ω5.00007.91
α0.04328.25
β0.864461.93
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts