V-Lab
V-Lab
CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:99.35% (-3.06%)
Analysis last updated: Thursday, September 18, 2025 at 11:35 AM UTC
Date Range:

from

to

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1Y ·

2Y ·

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10Y ·

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graph of CBOE IBM Volatility Index GJR-GARCH
paramt-stat
ω5.00008.45
α0.21308.73
β0.821076.10
γ-0.2130-7.83
Estimation Period:
Jan 7, 2011 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts