CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 23rd, 2026:97.83% (-5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4062 | 17.90 | |
| 0.4215 | 16.81 | |
| -0.3862 | -17.63 | |
| 55.2588 |
Estimation Period:
Jan 7, 2011 to Jan 16, 2026
Jan 7, 2011 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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