Imcd NV GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.21% (-2.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6980 | 18.22 | |
| 0.0502 | 2.25 | |
| 0.0000 | 0.00 | |
| 0.0859 | 2.37 |
Estimation Period:
Dec 21, 2022 to Feb 6, 2026
Dec 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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