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 2nd, 2025:26.44% (-1.57%)

Analysis last updated: Saturday, May 31, 2025 at 03:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0040	3.78
$α$	0.0663	34.09
$β$	0.9905	394.00
$ν$	4.5186	11.81

Estimation Period:
Jan 2, 1990 to May 30, 2025