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, November 21st, 2025:31.85% (-1.73%)

Analysis last updated: Thursday, November 20, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0244	10.18
$β$	0.8015	115.07
$γ$	0.1203	21.54
$λ_{1}$	0.0179	2.01
$λ_{2}$	0.0303	2.49
$λ_{3}$	0.9638	68.07

Estimation Period:
Jan 2, 1990 to Nov 14, 2025

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