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

V-Lab

International Business Machines Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:28.24% (+0.57%)

Analysis last updated: Tuesday, July 1, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0261	10.56
$β$	0.8007	115.06
$γ$	0.1210	21.34
$λ_{1}$	0.0187	2.12
$λ_{2}$	0.0307	2.53
$λ_{3}$	0.9630	68.10

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts