V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:100.54% (-2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4072 | 17.37 | |
| 0.4319 | 16.74 | |
| -0.3884 | -17.17 | |
| 56.1666 |
Estimation Period:
Jan 7, 2011 to Jul 25, 2025
Jan 7, 2011 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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