V-Lab
CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:105.00% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.3810 | 3.41 | |
| 0.1318 | 14.60 | |
| 0.9110 | 32.76 | |
| 2.5552 | 16.05 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
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