V-Lab
CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 8th, 2025:124.84% (+10.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9834 | 7.64 | |
| 0.3853 | 5.43 | |
| 0.1075 | 1.91 | |
| 0.0077 | 0.99 | |
| -0.0125 | -1.27 |
Estimation Period:
Jan 7, 2011 to May 2, 2025
Jan 7, 2011 to May 2, 2025
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices