International Business Machines Corp AGARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
34.32%
decreased by 1.16%
1 Week
34.12%
decreased by 1.36%
1 Month
33.41%
decreased by 2.07%
Analysis last updated: Friday, May 15, 2026 at 10:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0363 | 8.26 | |
| 0.0554 | 30.20 | |
| 0.9264 | 389.07 | |
| 0.6221 | 12.98 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
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