CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:148.44% (+17.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.6696 | 3.42 | |
| 0.1295 | 14.42 | |
| 0.9094 | 32.15 | |
| 2.5337 | 16.24 |
Estimation Period:
Jan 7, 2011 to Dec 19, 2025
Jan 7, 2011 to Dec 19, 2025
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