Immo Schweizerischer IMO ANL EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.26% (+0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0066 | -3.23 | |
| 0.2330 | 28.06 | |
| 0.9248 | 199.87 | |
| -0.0359 | -4.19 |
Estimation Period:
Sep 5, 2013 to Feb 6, 2026
Sep 5, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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