International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
54.77%
decreased by 1.80%
1 Week
54.14%
decreased by 2.43%
1 Month
51.81%
decreased by 4.76%
Analysis last updated: Saturday, June 13, 2026 at 12:09 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0530 | 15.38 | |
| 0.0333 | 16.08 | |
| 0.9276 | 398.78 | |
| 0.0461 | 9.99 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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