International Business Machines Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
60.32%
decreased by 1.99%
1 Week
59.57%
decreased by 2.74%
1 Month
56.80%
decreased by 5.51%
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 | |
|---|---|---|
| 0.0540 | 15.49 | |
| 0.0342 | 16.20 | |
| 0.9262 | 394.65 | |
| 0.0466 | 9.97 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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