International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:45.98% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0690 | 17.01 | |
| 0.0374 | 17.75 | |
| 0.9119 | 368.30 | |
| 0.0591 | 11.35 |
Estimation Period:
Jan 2, 1990 to Mar 13, 2026
Jan 2, 1990 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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