V-Lab: International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:24.28% (-0.54%)

Analysis last updated: Friday, June 27, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7283	6.61
$α$	0.0910	7.53
$β$	0.8252	37.06
$γ_{1}$	-0.0423	-1.53
$γ_{2}$	0.0705	1.80
$γ_{3}$	-0.1091	-4.14
$γ_{4}$	0.1598	5.97
$γ_{5}$	-0.1128	-4.33
$γ_{6}$	0.0573	1.95
$γ_{7}$	-0.0299	-0.89
$γ_{8}$	0.0009	0.03

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

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Volatility Forecasts