Impax Environmental Markets PLC EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.64% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0142 | 5.80 | |
| 0.1186 | 25.48 | |
| 0.9830 | 889.61 | |
| -0.0686 | -15.86 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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