IMI PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.54% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 3.38 | |
| 0.0452 | 40.45 | |
| 0.9456 | 690.20 | |
| 0.7163 | 13.80 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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