International Business Machines Corp EGARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
34.44%
decreased by 1.69%
1 Week
34.37%
decreased by 1.76%
1 Month
34.16%
decreased by 1.97%
Analysis last updated: Friday, May 8, 2026 at 10:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 13.50 | |
| 0.1181 | 29.21 | |
| 0.9815 | 973.76 | |
| -0.0437 | -13.58 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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