V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:94.82% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4131 | 17.52 | |
| 0.4428 | 17.22 | |
| -0.3943 | -17.39 | |
| 55.8125 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other MF2-GARCH Analyses on Volatility Indices