IMI PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.79% (-0.42%)
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
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