International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 26th, 2025:20.22% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 16.66 | |
| 0.0351 | 17.16 | |
| 0.9168 | 373.60 | |
| 0.0549 | 10.97 |
Estimation Period:
Jan 2, 1990 to Dec 24, 2025
Jan 2, 1990 to Dec 24, 2025
News Impact Curve
Volatility Forecasts
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