International Business Machines Corp MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
37.32%
decreased by 0.95%
1 Week
36.99%
decreased by 1.28%
1 Month
35.82%
decreased by 2.45%
Analysis last updated: Tuesday, March 31, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0414 | 20.79 | |
| 0.9053 | 210.29 | |
| 0.0611 | 15.49 | |
| 3.3287 | 0.26 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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