CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:96.32% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4029 | 17.59 | |
| 0.4319 | 16.93 | |
| -0.3837 | -17.37 | |
| 55.3302 |
Estimation Period:
Jan 7, 2011 to Dec 19, 2025
Jan 7, 2011 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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