CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:108.01% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8795 | 9.11 | |
| 0.3752 | 5.47 | |
| 0.1164 | 2.05 | |
| -0.0021 | -2.22 |
Estimation Period:
Jan 7, 2011 to Nov 7, 2025
Jan 7, 2011 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other Zero Slope Spline-GARCH Analyses on Volatility Indices