International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:81.50% (+36.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0684 | 17.02 | |
| 0.0374 | 17.68 | |
| 0.9127 | 367.73 | |
| 0.0573 | 11.09 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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