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 Friday, December 12th, 2025:24.92% (-0.01%)

Analysis last updated: Thursday, December 11, 2025 at 11:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0244	10.18
$β$	0.8011	114.73
$γ$	0.1203	21.57
$λ_{1}$	0.0180	2.01
$λ_{2}$	0.0303	2.48
$λ_{3}$	0.9636	67.58

Estimation Period:
Jan 2, 1990 to Dec 5, 2025

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