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 Thursday, September 18th, 2025:22.03% (-0.76%)

Analysis last updated: Wednesday, September 17, 2025 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9882	3.77
$α$	0.0657	33.91
$β$	0.9905	391.35
$ν$	4.5105	11.73

Estimation Period:
Jan 2, 1990 to Sep 12, 2025