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

V-Lab

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V-Lab

International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:26.80% (-1.48%)

Analysis last updated: Friday, December 20, 2024 at 11:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7179	6.50
$α$	0.0906	7.38
$β$	0.8259	37.41
$γ_{1}$	-0.0492	-1.72
$γ_{2}$	0.0838	2.07
$γ_{3}$	-0.1224	-4.45
$γ_{4}$	0.1705	6.15
$γ_{5}$	-0.1189	-4.39
$γ_{6}$	0.0624	2.05
$γ_{7}$	-0.0379	-1.14
$γ_{8}$	0.0097	0.38

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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Volatility Forecasts

Volatility Forecasts