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IMCD Group NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.85% (-5.68%)
Analysis last updated: Sunday, February 15, 2026 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IMCD Group NV S0GARCH
paramt-stat
ω0.95508.35
α0.09753.69
β0.57374.71
γ1-0.2761-1.16
γ20.32730.87
γ30.37511.06
γ4-0.9634-2.14
γ50.98692.30
γ6-0.9685-2.91
γ71.04023.37
γ8-0.7607-3.12
Estimation Period:
Jun 26, 2014 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts