Imc Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.85% (-2.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0899 | 16.32 | |
| 0.8415 | 87.67 | |
| 0.0110 | 1.38 | |
| 0.0097 | 2.13 | |
| 0.0105 | 4.41 | |
| 0.9886 | 354.48 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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