Imc Sa GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:54.58% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1873 | 18.30 | |
| 0.0830 | 24.67 | |
| 0.8962 | 237.20 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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