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

V-Lab

International Business Machines Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:26.47% (-0.71%)

Analysis last updated: Wednesday, August 27, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0647	16.58
$α$	0.0352	16.94
$β$	0.9167	369.32
$γ$	0.0550	10.92

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

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