International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 4th, 2026
1 Day
42.58%
decreased by 1.61%
1 Week
42.13%
decreased by 2.06%
1 Month
40.51%
decreased by 3.68%
Analysis last updated: Saturday, May 2, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 16.41 | |
| 0.0347 | 17.22 | |
| 0.9190 | 382.60 | |
| 0.0539 | 11.07 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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