CBOE IBM Volatility Index Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:111.87% (-5.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8694 | 9.31 | |
| 0.3798 | 5.59 | |
| 0.0996 | 1.88 | |
| -0.0021 | -2.40 |
Estimation Period:
Jan 7, 2011 to Mar 6, 2026
Jan 7, 2011 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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