IMI PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.90% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9625 | 4.45 | |
| 0.0494 | 41.76 | |
| 0.9940 | 703.45 | |
| 4.7404 | 13.23 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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