Imc Sa APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.78% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1383 | 13.93 | |
| 0.0967 | 24.83 | |
| 0.8957 | 225.95 | |
| 0.0620 | 2.75 | |
| 1.5530 | 26.47 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other APARCH Analyses on International Equities