V-Lab: International Business Machines Corp AGARCH Volatility Analysis

V-Lab

International Business Machines Corp AGARCH Volatility Analysis

Volatility Prediction for Friday, September 19th, 2025:21.20% (-0.23%)

Analysis last updated: Thursday, September 18, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0370	8.21
$α$	0.0554	29.76
$β$	0.9253	378.58
$γ$	0.6322	13.07

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts