V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, December 20th, 2024:111.32% (-20.77%)
Analysis last updated: Friday, December 20, 2024 at 12:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4948 | 18.27 | |
| 0.4224 | 18.02 | |
| -0.4737 | -17.14 | |
| 10.0000 | 0.06 | |
| 0.0000 | 0.00 | |
| 0.8396 | 0.32 |
Estimation Period:
Jan 7, 2011 to Dec 13, 2024
Jan 7, 2011 to Dec 13, 2024
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