Imc Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.67% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0597 | 5.73 | |
| 0.0924 | 5.02 | |
| 0.8436 | 27.79 | |
| 0.2043 | 1.65 | |
| -0.4324 | -2.28 | |
| 0.4724 | 3.70 | |
| -0.3626 | -3.11 | |
| 0.1699 | 1.47 | |
| -0.0910 | -0.99 |
Estimation Period:
May 4, 2011 to Feb 13, 2026
May 4, 2011 to Feb 13, 2026
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