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 Wednesday, March 12th, 2025:34.00% (+1.67%)

Analysis last updated: Tuesday, March 11, 2025 at 10:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7216	6.63
$α$	0.0921	7.42
$β$	0.8205	35.86
$γ_{1}$	-0.0464	-1.67
$γ_{2}$	0.0786	1.99
$γ_{3}$	-0.1175	-4.40
$γ_{4}$	0.1667	6.19
$γ_{5}$	-0.1166	-4.44
$γ_{6}$	0.0592	1.99
$γ_{7}$	-0.0300	-0.88
$γ_{8}$	0.0001	0.00

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

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Volatility Forecasts

Volatility Forecasts