IMCD Group NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.41% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1894 | 9.52 | |
| 0.0160 | 4.24 | |
| 0.8671 | 123.93 | |
| 0.1141 | 8.45 |
Estimation Period:
Jun 26, 2014 to Feb 13, 2026
Jun 26, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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