CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 21st, 2025:109.41% (+2.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8816 | 9.11 | |
| 0.3757 | 5.48 | |
| 0.1172 | 2.06 | |
| -0.0021 | -2.20 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices