International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:57.64% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0681 | 16.88 | |
| 0.0369 | 17.62 | |
| 0.9128 | 370.28 | |
| 0.0591 | 11.37 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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