V-Lab: International Business Machines Corp MEM Volatility Analysis

V-Lab

International Business Machines Corp MEM Volatility Analysis

Volatility Prediction for Tuesday, September 16th, 2025:25.75% (-0.33%)

Analysis last updated: Monday, September 15, 2025 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0574	8.41
$α$	0.2052	49.72
$β$	0.7789	315.23

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts