CBOE IBM Volatility Index MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:103.31% (+7.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4057 | 17.51 | |
| 0.4348 | 16.97 | |
| -0.3873 | -17.32 | |
| 55.6613 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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