Imc Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:71.21% (+25.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 30.8934 | 308,934,300.00 | |
| 0.3770 | 3,769,550.00 | |
| 0.6230 | 6,230,420.00 | |
| 4,814.2780 | 48,142,780,000.00 | |
| -6,917.8070 | -69,178,070,000.00 | |
| 2,386.7160 | 23,867,160,000.00 | |
| -182.5108 | -1,825,108,000.00 | |
| -241.3405 | -2,413,405,000.00 | |
| 266.7499 | 2,667,499,000.00 | |
| -172.2833 | -1,722,833,000.00 | |
| -56.4749 | -564,748,800.00 | |
| 193.9757 | 1,939,757,000.00 |
Estimation Period:
Mar 18, 2019 to Feb 13, 2026
Mar 18, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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