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

V-Lab

International Business Machines Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Thursday, July 3rd, 2025:22.29% (-1.20%)

Analysis last updated: Wednesday, July 2, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0369	25.95
$α$	0.2111	83.59
$β$	0.7752	285.83
$γ$	0.1389	29.04
$δ$	0.5889	16.11

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts