IMI PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.96% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8661 | 6.46 | |
| 0.0493 | 7.53 | |
| 0.9243 | 90.73 | |
| -0.0005 | -0.02 | |
| 0.0600 | 1.31 | |
| -0.1772 | -5.67 | |
| 0.2448 | 8.35 | |
| -0.2346 | -8.04 | |
| 0.1831 | 5.88 | |
| -0.1154 | -3.71 | |
| 0.0259 | 0.53 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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