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	param	t-stat
$ω$	0.8892	9.22
$α$	0.3743	5.51
$β$	0.1186	2.07
$γ_{1}$	-0.0019	-2.13

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CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:113.94% (-2.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses