V-Lab: International Business Machines Corp APARCH Volatility Analysis

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International Business Machines Corp APARCH Volatility Analysis

Volatility Prediction for Monday, October 20th, 2025:26.92% (-0.04%)

Analysis last updated: Friday, October 17, 2025 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0264	18.06
$α$	0.0646	30.05
$β$	0.9328	418.68
$γ$	0.5024	17.12
$δ$	0.5592	18.03

Estimation Period:
Jan 2, 1990 to Oct 17, 2025

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