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 Tuesday, July 8th, 2025:24.39% (-1.40%)

Analysis last updated: Monday, July 7, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.9969	3.79
$α$	0.0662	34.10
$β$	0.9905	394.16
$ν$	4.5297	11.74

Estimation Period:
Jan 2, 1990 to Jul 3, 2025