International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
56.47%
decreased by 4.06%
1 Week
54.06%
decreased by 6.47%
1 Month
47.11%
decreased by 13.42%
Analysis last updated: Friday, May 22, 2026 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7526 | 6.44 | |
| 0.0831 | 7.81 | |
| 0.8507 | 42.63 | |
| -0.0288 | -1.03 | |
| 0.0442 | 1.11 | |
| -0.0818 | -3.09 | |
| 0.1353 | 4.89 | |
| -0.0946 | -3.51 | |
| 0.0409 | 1.39 | |
| -0.0137 | -0.40 | |
| -0.0119 | -0.42 |
Estimation Period:
Jan 2, 1990 to May 22, 2026
Jan 2, 1990 to May 22, 2026
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