V-Lab: International Business Machines Corp Asy. MEM Volatility Analysis

V-Lab

International Business Machines Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:20.13% (+0.04%)

Analysis last updated: Friday, June 13, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0579	29.57
$α$	0.1479	43.85
$β$	0.7882	327.62
$γ$	0.0953	16.47

Estimation Period:
Jan 2, 1990 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts