International Business Machines Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.31% (-2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7115 | 6.47 | |
| 0.0899 | 7.61 | |
| 0.8276 | 37.91 | |
| -0.0453 | -1.69 | |
| 0.0730 | 1.92 | |
| -0.1063 | -4.24 | |
| 0.1590 | 6.14 | |
| -0.1198 | -4.76 | |
| 0.0735 | 2.61 | |
| -0.0630 | -1.90 | |
| 0.0844 | 1.80 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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