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, October 31st, 2025:28.66% (-1.19%)

Analysis last updated: Thursday, October 30, 2025 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0255	10.41
$β$	0.8007	114.87
$γ$	0.1198	21.31
$λ_{1}$	0.0177	2.03
$λ_{2}$	0.0301	2.51
$λ_{3}$	0.9640	69.20

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

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