V-Lab: International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:43.35% (-3.35%)

Analysis last updated: Friday, April 26, 2024 at 10:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7108	6.35
$α$	0.0948	7.43
$β$	0.8222	36.88
$γ_{1}$	-0.0568	-1.90
$γ_{2}$	0.0983	2.31
$γ_{3}$	-0.1361	-4.63
$γ_{4}$	0.1793	6.09
$γ_{5}$	-0.1194	-4.09
$γ_{6}$	0.0580	1.75
$γ_{7}$	-0.0296	-0.82
$γ_{8}$	0.0014	0.05

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

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