CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 22nd, 2025:106.48% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8852 | 9.02 | |
| 0.3796 | 5.49 | |
| 0.1204 | 2.10 | |
| -0.0021 | -2.16 |
Estimation Period:
Jan 7, 2011 to Oct 17, 2025
Jan 7, 2011 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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