Imc Sa EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.52% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0987 | 19.68 | |
| 0.1880 | 26.26 | |
| 0.9610 | 425.80 | |
| -0.0146 | -2.05 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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