IMI PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:19.83% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8703 | 6.43 | |
| 0.0490 | 7.53 | |
| 0.9251 | 91.94 | |
| 0.0027 | 0.09 | |
| 0.0534 | 1.16 | |
| -0.1700 | -5.38 | |
| 0.2382 | 8.02 | |
| -0.2313 | -7.84 | |
| 0.1863 | 5.88 | |
| -0.1313 | -4.51 | |
| 0.0725 | 3.67 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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