CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:113.15% (+5.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8832 | 9.01 | |
| 0.3793 | 5.49 | |
| 0.1195 | 2.09 | |
| -0.0021 | -2.18 |
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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