IMI PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.51% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 8.71 | |
| 0.0877 | 31.56 | |
| 0.9907 | 1,247.79 | |
| -0.0404 | -17.66 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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