International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, December 4th, 2025:26.23% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0616 | 16.34 | |
| 0.0338 | 16.85 | |
| 0.9203 | 381.22 | |
| 0.0527 | 10.83 |
Estimation Period:
Jan 2, 1990 to Nov 28, 2025
Jan 2, 1990 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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