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

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V-Lab

International Business Machines Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, December 5th, 2025:31.69% (+0.42%)

Analysis last updated: Thursday, December 4, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7071	6.48
$α$	0.0898	7.52
$β$	0.8260	37.28
$γ_{1}$	-0.0483	-1.79
$γ_{2}$	0.0788	2.06
$γ_{3}$	-0.1125	-4.45
$γ_{4}$	0.1644	6.33
$γ_{5}$	-0.1232	-4.88
$γ_{6}$	0.0754	2.65
$γ_{7}$	-0.0635	-1.89
$γ_{8}$	0.0825	1.58

Estimation Period:
Jan 2, 1990 to Nov 28, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts