V-Lab
CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, July 15th, 2025:135.56% (+22.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.1175 | 3.43 | |
| 0.1320 | 14.58 | |
| 0.9105 | 32.75 | |
| 2.5577 | 16.01 |
Estimation Period:
Jan 7, 2011 to Jul 11, 2025
Jan 7, 2011 to Jul 11, 2025
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