IMI PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.49% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8709 | 6.50 | |
| 0.0491 | 7.51 | |
| 0.9245 | 90.70 | |
| 0.0018 | 0.06 | |
| 0.0558 | 1.21 | |
| -0.1730 | -5.50 | |
| 0.2410 | 8.17 | |
| -0.2334 | -7.94 | |
| 0.1873 | 5.94 | |
| -0.1306 | -4.52 | |
| 0.0712 | 3.63 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
News Impact Curve
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