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 24th, 2025:29.84% (+0.96%)

Analysis last updated: Saturday, November 22, 2025 at 12:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7370	6.65
$α$	0.0876	7.56
$β$	0.8322	38.55
$γ_{1}$	-0.0364	-1.34
$γ_{2}$	0.0591	1.53
$γ_{3}$	-0.0974	-3.78
$γ_{4}$	0.1498	5.66
$γ_{5}$	-0.1064	-4.15
$γ_{6}$	0.0527	1.84
$γ_{7}$	-0.0257	-0.78
$γ_{8}$	-0.0025	-0.09

Estimation Period:
Jan 2, 1990 to Nov 21, 2025

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Volatility Forecasts

Volatility Forecasts