CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:102.30% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4046 | 17.60 | |
| 0.4285 | 16.82 | |
| -0.3853 | -17.38 | |
| 55.5888 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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