V-Lab: International Business Machines Corp APARCH Volatility Analysis

V-Lab

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V-Lab

International Business Machines Corp APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:28.12% (+8.85%)

Analysis last updated: Thursday, April 25, 2024 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0290	17.01
$α$	0.0745	33.38
$β$	0.9239	388.21
$γ$	0.4655	16.06
$δ$	0.6051	20.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts