Impax Environmental Markets PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.88% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0329 | 13.54 | |
| 0.0206 | 8.98 | |
| 0.9182 | 375.99 | |
| 0.0826 | 12.79 |
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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