International Business Machines Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 27th, 2026:32.80% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7370 | 6.58 | |
| 0.0893 | 7.67 | |
| 0.8301 | 38.47 | |
| -0.0353 | -1.30 | |
| 0.0561 | 1.45 | |
| -0.0935 | -3.65 | |
| 0.1464 | 5.55 | |
| -0.1048 | -4.10 | |
| 0.0523 | 1.84 | |
| -0.0270 | -0.82 | |
| -0.0007 | -0.02 |
Estimation Period:
Jan 2, 1990 to Jan 23, 2026
Jan 2, 1990 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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