International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
56.75%
decreased by 2.03%
1 Week
56.07%
decreased by 2.71%
1 Month
53.57%
decreased by 5.21%
Analysis last updated: Friday, June 12, 2026 at 02:45 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0540 | 15.49 | |
| 0.0342 | 16.20 | |
| 0.9262 | 394.65 | |
| 0.0466 | 9.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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