CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:116.02% (+30.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.7820 | 3.41 | |
| 0.1304 | 14.47 | |
| 0.9100 | 32.29 | |
| 2.5392 | 16.24 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
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