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IMI PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.49% (-0.21%)
Analysis last updated: Saturday, February 7, 2026 at 01:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IMI PLC S0GARCH
paramt-stat
ω0.87096.50
α0.04917.51
β0.924590.70
γ10.00180.06
γ20.05581.21
γ3-0.1730-5.50
γ40.24108.17
γ5-0.2334-7.94
γ60.18735.94
γ7-0.1306-4.52
γ80.07123.63
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts