CBOE IBM Volatility Index Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, October 17th, 2025:119.66% (+9.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9095 | 7.79 | |
| 0.3784 | 5.48 | |
| 0.1207 | 2.07 | |
| -0.0005 | -0.14 |
Estimation Period:
Jan 7, 2011 to Oct 10, 2025
Jan 7, 2011 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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