V-Lab
CBOE IBM Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:103.55% (-9.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0102 | 7.61 | |
| 0.3887 | 5.46 | |
| 0.1019 | 1.93 | |
| 0.0115 | 1.08 | |
| -0.0242 | -1.10 |
Estimation Period:
Jan 7, 2011 to Jul 3, 2025
Jan 7, 2011 to Jul 3, 2025
News Impact Curve
Volatility Forecasts
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