V-Lab
CBOE IBM Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:91.43% (-12.48%)
Analysis last updated: Wednesday, May 1, 2024 at 11:36 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0498 | 7.52 | |
| 0.3832 | 5.08 | |
| 0.0844 | 1.63 | |
| 0.0191 | 1.42 | |
| -0.0414 | -1.54 |
Estimation Period:
Jan 7, 2011 to Apr 26, 2024
Jan 7, 2011 to Apr 26, 2024
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