International Business Machines Corp Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
68.52%
decreased by 4.15%
1 Week
67.19%
decreased by 5.48%
1 Month
63.85%
decreased by 8.82%
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 | |
|---|---|---|
| 0.6685 | 6.24 | |
| 0.0892 | 7.65 | |
| 0.8289 | 38.39 | |
| -0.0790 | -2.39 | |
| 0.1379 | 2.88 | |
| -0.1656 | -4.72 | |
| 0.1831 | 5.23 | |
| -0.0913 | -2.53 | |
| 0.0154 | 0.39 | |
| 0.0247 | 0.55 | |
| -0.0705 | -1.45 | |
| 0.1743 | 2.70 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
Other International Business Machines Corp Analyses
Other Spline-GARCH Analyses on Equities