International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 25th, 2025:29.77% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 16.34 | |
| 0.0339 | 16.86 | |
| 0.9202 | 381.04 | |
| 0.0527 | 10.83 |
Estimation Period:
Jan 2, 1990 to Nov 21, 2025
Jan 2, 1990 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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