V-Lab
V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:107.92% (-16.16%)
Analysis last updated: Monday, June 30, 2025 at 11:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CBOE IBM Volatility Index MF2-GARCH
paramt-stat
α0.410817.39
β0.446817.26
γ-0.3924-17.27
λ155.8764
Estimation Period:
Jan 7, 2011 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts