CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 4th, 2026:155.17% (+33.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.0297 | 3.42 | |
| 0.1290 | 14.23 | |
| 0.9078 | 31.51 | |
| 2.5175 | 16.46 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
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