V-Lab: International Business Machines Corp GJR-GARCH Volatility Analysis

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International Business Machines Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:29.22% (-0.68%)

Analysis last updated: Friday, October 31, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0622	16.40
$α$	0.0341	16.85
$β$	0.9195	379.34
$γ$	0.0532	10.84

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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