International Business Machines Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
50.30%
decreased by 0.74%
1 Week
49.58%
decreased by 1.46%
1 Month
48.75%
decreased by 2.29%
Analysis last updated: Tuesday, June 23, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0334 | 11.63 | |
| 0.8021 | 108.42 | |
| 0.1069 | 18.40 | |
| 0.0175 | 2.11 | |
| 0.0331 | 2.63 | |
| 0.9617 | 67.94 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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