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

V-Lab

International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:24.23% (-0.85%)

Analysis last updated: Saturday, May 31, 2025 at 03:38 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7268	6.61
$α$	0.0917	7.52
$β$	0.8235	36.70
$γ_{1}$	-0.0435	-1.57
$γ_{2}$	0.0729	1.85
$γ_{3}$	-0.1118	-4.22
$γ_{4}$	0.1620	6.03
$γ_{5}$	-0.1139	-4.36
$γ_{6}$	0.0575	1.95
$γ_{7}$	-0.0292	-0.86
$γ_{8}$	-0.0002	-0.01

Estimation Period:
Jan 2, 1990 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts