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V-Lab

Imc Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:71.21% (+25.06%)
Analysis last updated: Saturday, February 14, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Imc Sa S0GARCH
paramt-stat
ω30.8934308,934,300.00
α0.37703,769,550.00
β0.62306,230,420.00
γ14,814.278048,142,780,000.00
γ2-6,917.8070-69,178,070,000.00
γ32,386.716023,867,160,000.00
γ4-182.5108-1,825,108,000.00
γ5-241.3405-2,413,405,000.00
γ6266.74992,667,499,000.00
γ7-172.2833-1,722,833,000.00
γ8-56.4749-564,748,800.00
γ9193.97571,939,757,000.00
Estimation Period:
Mar 18, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts