CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, March 24th, 2026
1 Day
164.64%
increased by 7.73%
1 Week
73.63%
decreased by 91.01%
1 Month
35.93%
decreased by 128.71%
Analysis last updated: Tuesday, March 24, 2026 at 11:38 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81.9256 | 3.43 | |
| 0.1274 | 14.48 | |
| 0.9090 | 32.05 | |
| 2.5052 | 16.93 |
Estimation Period:
Jan 7, 2011 to Mar 20, 2026
Jan 7, 2011 to Mar 20, 2026
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