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	param	t-stat
$ω$	0.8855	9.20
$α$	0.3738	5.49
$β$	0.1177	2.06
$γ_{1}$	-0.0020	-2.16

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CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 2nd, 2026:112.63% (-17.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses