International Business Machines Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.66% (-1.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7093 | 6.43 | |
| 0.0900 | 7.62 | |
| 0.8277 | 38.02 | |
| -0.0457 | -1.69 | |
| 0.0733 | 1.92 | |
| -0.1063 | -4.24 | |
| 0.1590 | 6.13 | |
| -0.1198 | -4.76 | |
| 0.0736 | 2.61 | |
| -0.0634 | -1.91 | |
| 0.0858 | 1.83 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
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