V-Lab: International Business Machines Corp MF2-GARCH Volatility Analysis

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International Business Machines Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:33.50% (+8.03%)

Analysis last updated: Saturday, October 11, 2025 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0254	10.35
$β$	0.7990	113.63
$γ$	0.1206	21.41
$λ_{1}$	0.0183	2.03
$λ_{2}$	0.0305	2.48
$λ_{3}$	0.9633	67.14

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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