International Business Machines Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
37.44%
decreased by 0.21%
1 Week
37.13%
decreased by 0.52%
1 Month
36.02%
decreased by 1.63%
Analysis last updated: Tuesday, May 12, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0385 | 20.14 | |
| 0.9131 | 211.21 | |
| 0.0555 | 14.69 | |
| 3.2938 | 0.19 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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