V-Lab
CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:126.22% (-23.56%)
Analysis last updated: Monday, December 30, 2024 at 12:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8879 | 8.69 | |
| 0.3914 | 5.47 | |
| 0.1103 | 1.93 | |
| -0.0023 | -2.07 |
Estimation Period:
Jan 7, 2011 to Dec 27, 2024
Jan 7, 2011 to Dec 27, 2024
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