CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, December 12th, 2025:118.49% (+9.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8850 | 9.14 | |
| 0.3753 | 5.48 | |
| 0.1183 | 2.07 | |
| -0.0020 | -2.17 |
Estimation Period:
Jan 7, 2011 to Dec 5, 2025
Jan 7, 2011 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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