International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
44.19%
decreased by 1.46%
1 Week
43.78%
decreased by 1.87%
1 Month
42.27%
decreased by 3.38%
Analysis last updated: Friday, May 22, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0518 | 15.02 | |
| 0.0297 | 15.76 | |
| 0.9301 | 407.03 | |
| 0.0484 | 10.92 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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