International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 27th, 2026
1 Day
48.21%
decreased by 1.91%
1 Week
47.61%
decreased by 2.51%
1 Month
45.44%
decreased by 4.68%
Analysis last updated: Friday, April 24, 2026 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0628 | 16.43 | |
| 0.0349 | 17.27 | |
| 0.9184 | 381.55 | |
| 0.0546 | 11.13 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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