CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:107.76% (-10.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8857 | 9.24 | |
| 0.3755 | 5.53 | |
| 0.1155 | 2.04 | |
| -0.0020 | -2.19 |
Estimation Period:
Jan 7, 2011 to Jan 30, 2026
Jan 7, 2011 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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