IMI PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.41% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8682 | 6.41 | |
| 0.0492 | 7.54 | |
| 0.9249 | 91.72 | |
| 0.0019 | 0.06 | |
| 0.0549 | 1.19 | |
| -0.1713 | -5.42 | |
| 0.2392 | 8.06 | |
| -0.2321 | -7.86 | |
| 0.1866 | 5.89 | |
| -0.1306 | -4.49 | |
| 0.0713 | 3.62 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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