International Business Machines Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:28.66% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0255 | 10.41 | |
| 0.8007 | 114.87 | |
| 0.1198 | 21.31 | |
| 0.0177 | 2.03 | |
| 0.0301 | 2.51 | |
| 0.9640 | 69.20 | 
Estimation Period:
Jan 2, 1990 to Oct 24, 2025
Jan 2, 1990 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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