CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:101.36% (-3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.42 | |
| 0.2048 | 8.52 | |
| 0.8239 | 76.07 | |
| -0.2048 | -7.63 |
Estimation Period:
Jan 7, 2011 to Oct 31, 2025
Jan 7, 2011 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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