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

V-Lab

International Business Machines Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:29.75% (-0.65%)

Analysis last updated: Saturday, May 31, 2025 at 03:39 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0261	10.52
$β$	0.7996	113.97
$γ$	0.1211	21.35
$λ_{1}$	0.0188	2.09
$λ_{2}$	0.0313	2.51
$λ_{3}$	0.9624	66.47

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts