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 Monday, June 30th, 2025:23.74% (-0.65%)

Analysis last updated: Friday, June 27, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9921	3.78
$α$	0.0662	34.01
$β$	0.9905	392.27
$ν$	4.5249	11.73

Estimation Period:
Jan 2, 1990 to Jun 27, 2025