Imc Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:54.34% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1864 | 18.29 | |
| 0.0751 | 13.38 | |
| 0.8962 | 244.14 | |
| 0.0168 | 1.36 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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