Imc Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:47.14% (-4.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5799 | 12.12 | |
| 0.4741 | 13.95 | |
| 0.5762 | 49.65 | |
| -0.1010 | -1.53 |
Estimation Period:
Mar 18, 2019 to Feb 6, 2026
Mar 18, 2019 to Feb 6, 2026
News Impact Curve
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