V-Lab: International Business Machines Corp GJR-GARCH Volatility Analysis

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International Business Machines Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:28.60% (-0.62%)

Analysis last updated: Monday, November 3, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0622	16.40
$α$	0.0341	16.85
$β$	0.9195	379.34
$γ$	0.0532	10.84

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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