V-Lab: International Business Machines Corp GAS-GARCH Student T Volatility Analysis

V-Lab

International Business Machines Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, July 18th, 2025:18.65% (-1.02%)

Analysis last updated: Thursday, July 17, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9864	3.79
$α$	0.0662	34.00
$β$	0.9905	392.26
$ν$	4.5311	11.69

Estimation Period:
Jan 2, 1990 to Jul 11, 2025