CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 13th, 2026:123.83% (+29.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4071 | 17.92 | |
| 0.4208 | 16.79 | |
| -0.3871 | -17.65 | |
| 55.3045 |
Estimation Period:
Jan 7, 2011 to Jan 9, 2026
Jan 7, 2011 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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