Imc Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.99% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0607 | 5.76 | |
| 0.0927 | 5.02 | |
| 0.8422 | 27.40 | |
| 0.2053 | 1.66 | |
| -0.4324 | -2.29 | |
| 0.4657 | 3.64 | |
| -0.3408 | -2.83 | |
| 0.1187 | 0.90 | |
| 0.0348 | 0.20 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
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