CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 28th, 2025:93.73% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.44 | |
| 0.2053 | 8.54 | |
| 0.8232 | 75.91 | |
| -0.2053 | -7.65 |
Estimation Period:
Jan 7, 2011 to Nov 26, 2025
Jan 7, 2011 to Nov 26, 2025
News Impact Curve
Volatility Forecasts
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