V-Lab
CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, May 19th, 2025:108.90% (-2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8828 | 8.78 | |
| 0.3929 | 5.56 | |
| 0.1168 | 2.06 | |
| -0.0023 | -2.20 |
Estimation Period:
Jan 7, 2011 to May 16, 2025
Jan 7, 2011 to May 16, 2025
News Impact Curve
Volatility Forecasts
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