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, December 15th, 2025:22.95% (-0.37%)

Analysis last updated: Saturday, December 13, 2025 at 01:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7377	6.66
$α$	0.0879	7.57
$β$	0.8313	38.34
$γ_{1}$	-0.0362	-1.33
$γ_{2}$	0.0585	1.52
$γ_{3}$	-0.0968	-3.77
$γ_{4}$	0.1493	5.67
$γ_{5}$	-0.1065	-4.17
$γ_{6}$	0.0532	1.86
$γ_{7}$	-0.0269	-0.81
$γ_{8}$	-0.0012	-0.04

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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Volatility Forecasts

Volatility Forecasts