CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:112.77% (+25.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 79.3826 | 3.43 | |
| 0.1300 | 14.39 | |
| 0.9084 | 31.87 | |
| 2.5245 | 16.50 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
Other CBOE IBM Volatility Index Analyses
Other GAS-GARCH Student T Analyses on Volatility Indices