CBOE IBM Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:111.64% (+9.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9901 | 7.75 | |
| 0.3671 | 5.32 | |
| 0.1004 | 1.88 | |
| 0.0100 | 1.01 | |
| -0.0208 | -1.00 |
Estimation Period:
Jan 7, 2011 to Nov 14, 2025
Jan 7, 2011 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other CBOE IBM Volatility Index Analyses
Other Spline-GARCH Analyses on Volatility Indices