CBOE IBM Volatility Index GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:142.49% (+30.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 8.58 | |
| 0.2015 | 8.53 | |
| 0.8247 | 76.55 | |
| -0.2015 | -7.65 |
Estimation Period:
Jan 7, 2011 to Feb 6, 2026
Jan 7, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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