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

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International Business Machines Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:28.45% (+5.34%)

Analysis last updated: Friday, October 10, 2025 at 11:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0639	16.57
$α$	0.0350	16.93
$β$	0.9176	373.48
$γ$	0.0540	10.83

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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