CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:104.47% (+7.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 79.4839 | 3.40 | |
| 0.1294 | 14.41 | |
| 0.9096 | 31.98 | |
| 2.5278 | 16.36 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
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