V-Lab: International Business Machines Corp Asy. Power MEM Volatility Analysis

V-Lab

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V-Lab

International Business Machines Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:30.22% (+6.33%)

Analysis last updated: Thursday, April 25, 2024 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0360	25.26
$α$	0.2072	81.55
$β$	0.7811	286.53
$γ$	0.1439	29.45
$δ$	0.6564	17.73

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts