V-Lab
V-Lab
CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:114.98% (-19.79%)

Analysis last updated: Friday, December 20, 2024 at 12:32 PM UTC

Date Range:

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graph of CBOE IBM Volatility Index GAS-GARCH-T
paramt-stat
ω78.70643.25
α0.128314.37
β0.915433.02
ν316.16
Estimation Period:
Jan 7, 2011 to Dec 13, 2024