V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:93.48% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4099 | 17.30 | |
| 0.4464 | 17.17 | |
| -0.3916 | -17.18 | |
| 56.0623 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
News Impact Curve
Volatility Forecasts
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