International Business Machines Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
41.63%
decreased by 1.27%
1 Week
43.06%
increased by 0.16%
1 Month
46.33%
increased by 3.43%
Analysis last updated: Friday, May 8, 2026 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6728 | 6.22 | |
| 0.0890 | 7.65 | |
| 0.8297 | 38.45 | |
| -0.0796 | -2.39 | |
| 0.1387 | 2.88 | |
| -0.1659 | -4.69 | |
| 0.1824 | 5.17 | |
| -0.0898 | -2.48 | |
| 0.0147 | 0.37 | |
| 0.0228 | 0.52 | |
| -0.0634 | -1.33 | |
| 0.1447 | 2.38 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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