V-Lab
CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:140.48% (-28.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.3920 | 3.39 | |
| 0.1312 | 14.62 | |
| 0.9119 | 32.95 | |
| 2.5588 | 15.95 |
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Jan 7, 2011 to Jun 27, 2025
Other CBOE IBM Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices