International Business Machines Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 3rd, 2026
1 Day
48.73%
decreased by 2.51%
1 Week
47.77%
decreased by 3.47%
1 Month
46.46%
decreased by 4.78%
Analysis last updated: Tuesday, June 2, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0296 | 10.68 | |
| 0.8049 | 110.33 | |
| 0.1102 | 19.14 | |
| 0.0175 | 2.06 | |
| 0.0329 | 2.55 | |
| 0.9618 | 66.47 |
Estimation Period:
Jan 2, 1990 to May 29, 2026
Jan 2, 1990 to May 29, 2026
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