CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:107.82% (-15.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.6647 | 3.40 | |
| 0.1281 | 14.22 | |
| 0.9084 | 31.52 | |
| 2.5119 | 16.54 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
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