IMI PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.57% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 10.51 | |
| 0.0181 | 14.37 | |
| 0.9552 | 724.77 | |
| 0.0418 | 12.91 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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