V-Lab
V-Lab
CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, September 19th, 2025:122.36% (+23.01%)
Analysis last updated: Friday, September 19, 2025 at 11:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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