CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:103.89% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.44 | |
| 0.2112 | 8.71 | |
| 0.8211 | 76.12 | |
| -0.2112 | -7.81 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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