V-Lab
CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:289.45% (+153.00%)
Analysis last updated: Tuesday, March 11, 2025 at 11:35 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.4736 | 17.81 | |
| 0.4505 | 18.87 | |
| -0.4550 | -16.89 | |
| 10.0000 | 0.07 | |
| 0.0000 | 0.00 | |
| 0.8400 | 0.34 |
Estimation Period:
Jan 7, 2011 to Mar 7, 2025
Jan 7, 2011 to Mar 7, 2025
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