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V-Lab

International Business Machines Corp EGARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

45.35%

decreased by 2.13%

1 Week

45.05%

decreased by 2.43%

1 Month

43.95%

decreased by 3.53%

Analysis last updated: Monday, August 10, 2026 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Business Machines Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Aug 7, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 96% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0238
13.91***
α

ARCH

Response to squared shocks

0.1140
29.30***
β

GARCH

Volatility persistence

0.9854
1,003.44***
γ

leverage

Additional response to negative shocks

-0.0370
-11.58***

Persistence:

0.985

Half-life:

47 days