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

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International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:33.21% (-1.76%)

Analysis last updated: Friday, October 31, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7358	6.65
$α$	0.0879	7.56
$β$	0.8315	38.37
$γ_{1}$	-0.0372	-1.37
$γ_{2}$	0.0607	1.57
$γ_{3}$	-0.0991	-3.84
$γ_{4}$	0.1512	5.71
$γ_{5}$	-0.1073	-4.18
$γ_{6}$	0.0531	1.85
$γ_{7}$	-0.0257	-0.77
$γ_{8}$	-0.0028	-0.10

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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