International Business Machines Corp EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
67.65%
decreased by 1.73%
1 Week
66.95%
decreased by 2.43%
1 Month
64.99%
decreased by 4.39%
Analysis last updated: Tuesday, June 9, 2026 at 01:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1349 | 0.53 | |
| 0.0267 | 1.05 | |
| 0.9497 | 15.01 | |
| 0.0801 | 2.50 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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