Immatics NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:91.54% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8519 | 5.55 | |
| 0.0826 | 2.60 | |
| 0.7920 | 10.73 | |
| 0.2338 | 1.16 | |
| -0.5179 | -1.47 | |
| 0.7275 | 2.06 |
Estimation Period:
Jul 7, 2020 to Feb 13, 2026
Jul 7, 2020 to Feb 13, 2026
News Impact Curve
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