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

V-Lab

International Business Machines Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:27.54% (-0.42%)

Analysis last updated: Tuesday, July 8, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6998	6.40
$α$	0.0923	7.51
$β$	0.8221	36.64
$γ_{1}$	-0.0542	-1.96
$γ_{2}$	0.0900	2.30
$γ_{3}$	-0.1235	-4.74
$γ_{4}$	0.1731	6.53
$γ_{5}$	-0.1269	-4.90
$γ_{6}$	0.0750	2.54
$γ_{7}$	-0.0580	-1.60
$γ_{8}$	0.0637	0.96

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts