International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
65.25%
decreased by 4.61%
1 Week
62.16%
decreased by 7.70%
1 Month
53.13%
decreased by 16.73%
Analysis last updated: Monday, June 8, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7528 | 6.38 | |
| 0.0851 | 7.90 | |
| 0.8490 | 42.70 | |
| -0.0285 | -1.01 | |
| 0.0437 | 1.09 | |
| -0.0812 | -3.04 | |
| 0.1345 | 4.82 | |
| -0.0937 | -3.44 | |
| 0.0398 | 1.35 | |
| -0.0126 | -0.37 | |
| -0.0128 | -0.45 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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