Imc Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:52.19% (-5.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6804 | 6.22 | |
| 0.5719 | 33.56 | |
| 0.8033 | 25.12 | |
| 0.0057 | 0.29 |
Estimation Period:
Mar 18, 2019 to Feb 6, 2026
Mar 18, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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