IMCD Group NV GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.21% (-3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8917 | 5.17 | |
| 0.0816 | 10.58 | |
| 0.9455 | 89.88 | |
| 4.0633 | 4.63 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
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