International Business Machines Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
46.11%
increased by 7.61%
1 Week
45.85%
increased by 7.35%
1 Month
44.86%
increased by 6.36%
Analysis last updated: Friday, May 29, 2026 at 10:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1545 | 3.73 | |
| 0.0663 | 35.79 | |
| 0.9910 | 411.36 | |
| 4.4599 | 12.65 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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