CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:113.07% (+11.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.8921 | 3.42 | |
| 0.1305 | 14.45 | |
| 0.9097 | 32.22 | |
| 2.5397 | 16.21 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
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