V-Lab
CBOE IBM Volatility Index GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:81.28% (-6.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 78.7303 | 3.44 | |
| 0.1322 | 14.52 | |
| 0.9094 | 32.37 | |
| 2.5476 | 16.21 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
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