CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:116.01% (-24.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4119 | 18.16 | |
| 0.4118 | 16.53 | |
| -0.3918 | -17.86 | |
| 55.4169 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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