V-Lab
CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:106.03% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8790 | 8.92 | |
| 0.3831 | 5.49 | |
| 0.1155 | 2.05 | |
| -0.0022 | -2.23 |
Estimation Period:
Jan 7, 2011 to Aug 22, 2025
Jan 7, 2011 to Aug 22, 2025
News Impact Curve
Volatility Forecasts
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