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	param	t-stat
$m$	126
$α$	0.4543	18.62
$β$	0.4141	18.44
$γ$	-0.4333	-17.08
$λ_{1}$	9.9999	0.05
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.8384	0.24

V-Lab

CBOE IBM Volatility Index MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:103.36% (+0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses