International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:30.19% (+4.69%)
Parameter Estimates
param | t-stat | |
---|---|---|
0.7341 | 6.66 | |
0.0889 | 7.53 | |
0.8287 | 37.74 | |
-0.0383 | -1.40 | |
0.0627 | 1.62 | |
-0.1011 | -3.92 | |
0.1531 | 5.79 | |
-0.1088 | -4.25 | |
0.0546 | 1.90 | |
-0.0276 | -0.83 | |
-0.0011 | -0.04 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other International Business Machines Corp Analyses
Other Zero Slope Spline-GARCH Analyses on Equities