International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:27.26% (+3.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0652 | 16.69 | |
| 0.0352 | 17.20 | |
| 0.9165 | 373.47 | |
| 0.0553 | 11.02 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other International Business Machines Corp Analyses
Other GJR-GARCH Analyses on Equities