V-Lab: CBOE IBM Volatility Index Spline-GARCH Volatility Analysis

V-Lab

CBOE IBM Volatility Index Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:112.60% (-0.40%)

Analysis last updated: Friday, June 13, 2025 at 11:35 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9180	7.66
$α$	0.3908	5.55
$β$	0.1201	2.06
$γ_{1}$	-0.0003	-0.08

Estimation Period:
Jan 7, 2011 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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