CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 2nd, 2025:95.08% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4037 | 17.61 | |
| 0.4287 | 16.82 | |
| -0.3845 | -17.38 | |
| 55.5122 |
Estimation Period:
Jan 7, 2011 to Nov 28, 2025
Jan 7, 2011 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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