CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:97.47% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4046 | 17.56 | |
| 0.4270 | 16.72 | |
| -0.3852 | -17.33 | |
| 55.7910 |
Estimation Period:
Jan 7, 2011 to Oct 24, 2025
Jan 7, 2011 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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