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	param	t-stat
$ω$	0.9951	7.83
$α$	0.3647	5.33
$β$	0.0981	1.86
$γ_{1}$	0.0107	1.14
$γ_{2}$	-0.0237	-1.20

V-Lab

CBOE IBM Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, January 16th, 2026:109.09% (+11.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other CBOE IBM Volatility Index Analyses