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

V-Lab

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V-Lab

International Business Machines Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 30th, 2024:24.98% (-0.38%)

Analysis last updated: Friday, December 27, 2024 at 11:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0280	10.67
$β$	0.8068	122.34
$γ$	0.1203	21.19
$λ_{1}$	0.0156	2.32
$λ_{2}$	0.0258	2.73
$λ_{3}$	0.9688	87.82

Estimation Period:
Jan 2, 1990 to Dec 27, 2024

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