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 Wednesday, July 30th, 2025:20.77% (-1.04%)

Analysis last updated: Tuesday, July 29, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9871	3.76
$α$	0.0660	33.87
$β$	0.9905	388.41
$ν$	4.4985	11.77

Estimation Period:
Jan 2, 1990 to Jul 25, 2025