International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
84.35%
decreased by 1.40%
1 Week
84.85%
decreased by 0.90%
1 Month
86.74%
increased by 0.99%
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 | |
|---|---|---|
| 0.3181 | 0.87 | |
| 0.0757 | 1.34 | |
| 0.9568 | 66.62 | |
| -0.0757 | -1.45 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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