International Business Machines Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.62% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7117 | 6.48 | |
| 0.0900 | 7.60 | |
| 0.8270 | 37.75 | |
| -0.0458 | -1.70 | |
| 0.0740 | 1.95 | |
| -0.1074 | -4.28 | |
| 0.1600 | 6.17 | |
| -0.1203 | -4.78 | |
| 0.0736 | 2.61 | |
| -0.0624 | -1.89 | |
| 0.0818 | 1.74 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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