V-Lab
CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 30th, 2025:105.54% (-2.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8851 | 8.79 | |
| 0.3934 | 5.57 | |
| 0.1175 | 2.07 | |
| -0.0023 | -2.18 |
Estimation Period:
Jan 7, 2011 to May 23, 2025
Jan 7, 2011 to May 23, 2025
News Impact Curve
Volatility Forecasts
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