International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:34.33% (+2.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0682 | 16.98 | |
| 0.0367 | 17.55 | |
| 0.9133 | 367.67 | |
| 0.0573 | 11.12 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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