IMCD Group NV MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:31.22% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0038 | 1.35 | |
| 0.8139 | 60.09 | |
| 0.1455 | 16.68 | |
| 0.0054 | 0.34 | |
| 0.0113 | 0.66 | |
| 0.9874 | 45.66 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other IMCD Group NV Analyses
Other MF2-GARCH Analyses on International Equities