International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.25% (-2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7442 | 6.64 | |
| 0.0892 | 7.70 | |
| 0.8314 | 38.87 | |
| -0.0339 | -1.25 | |
| 0.0542 | 1.41 | |
| -0.0923 | -3.61 | |
| 0.1455 | 5.51 | |
| -0.1041 | -4.07 | |
| 0.0518 | 1.82 | |
| -0.0263 | -0.80 | |
| -0.0014 | -0.05 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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