CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:93.67% (-5.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 80.1171 | 3.38 | |
| 0.1299 | 14.44 | |
| 0.9098 | 31.85 | |
| 2.5228 | 16.54 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
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