Imc Sa AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.89% (-2.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1947 | 15.99 | |
| 0.0898 | 26.40 | |
| 0.8878 | 235.81 | |
| 0.3671 | 3.92 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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