V-Lab: CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis

V-Lab

CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, August 11th, 2025:113.62% (-10.09%)

Analysis last updated: Monday, August 11, 2025 at 11:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9752	7.74
$α$	0.3755	5.36
$β$	0.1068	1.90
$γ_{1}$	0.0071	0.96
$γ_{2}$	-0.0117	-1.24

Estimation Period:
Jan 7, 2011 to Aug 8, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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