CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 19th, 2025:99.05% (-2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.52 | |
| 0.2073 | 8.64 | |
| 0.8222 | 75.98 | |
| -0.2073 | -7.75 |
Estimation Period:
Jan 7, 2011 to Dec 12, 2025
Jan 7, 2011 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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