IMI PLC GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.40% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 15.89 | |
| 0.0445 | 34.88 | |
| 0.9491 | 648.30 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities