CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:146.68% (+2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 82.8918 | 3.38 | |
| 0.1276 | 14.51 | |
| 0.9099 | 31.97 | |
| 2.4989 | 17.15 |
Estimation Period:
Jan 7, 2011 to Feb 27, 2026
Jan 7, 2011 to Feb 27, 2026
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