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

V-Lab

International Business Machines Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:50.01% (-4.47%)

Analysis last updated: Friday, July 25, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0255	10.37
$β$	0.8012	116.23
$γ$	0.1210	21.39
$λ_{1}$	0.0174	2.05
$λ_{2}$	0.0294	2.55
$λ_{3}$	0.9649	71.89

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

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