IMI PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.38% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0152 | 10.77 | |
| 0.9330 | 306.80 | |
| 0.0507 | 19.74 | |
| 0.0152 | 5.27 | |
| 0.0252 | 4.77 | |
| 0.9703 | 157.80 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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