International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:35.65% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7464 | 6.49 | |
| 0.0868 | 7.81 | |
| 0.8410 | 40.23 | |
| -0.0325 | -1.17 | |
| 0.0513 | 1.30 | |
| -0.0892 | -3.40 | |
| 0.1422 | 5.23 | |
| -0.1005 | -3.81 | |
| 0.0474 | 1.63 | |
| -0.0217 | -0.65 | |
| -0.0048 | -0.17 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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