International Business Machines Corp EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
53.09%
decreased by 1.51%
1 Week
52.30%
decreased by 2.30%
1 Month
49.61%
decreased by 4.99%
Analysis last updated: Tuesday, June 9, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 14.53 | |
| 0.1196 | 29.23 | |
| 0.9828 | 1,013.15 | |
| -0.0405 | -12.27 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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