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

V-Lab

International Business Machines Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:24.18% (-0.39%)

Analysis last updated: Friday, September 19, 2025 at 11:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0256	10.41
$β$	0.7995	113.15
$γ$	0.1198	21.28
$λ_{1}$	0.0188	2.04
$λ_{2}$	0.0309	2.47
$λ_{3}$	0.9627	65.60

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

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Volatility Forecasts