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

V-Lab

International Business Machines Corp Asy. MEM Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:20.71% (-0.82%)

Analysis last updated: Thursday, July 3, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0580	29.62
$α$	0.1481	43.96
$β$	0.7880	327.52
$γ$	0.0951	16.44

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts