IMCD Group NV Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:53.48% (-11.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9586 | 8.43 | |
| 0.1016 | 3.69 | |
| 0.5327 | 4.26 | |
| -0.2745 | -1.17 | |
| 0.3193 | 0.86 | |
| 0.3887 | 1.11 | |
| -0.9714 | -2.19 | |
| 0.9748 | 2.30 | |
| -0.9163 | -2.70 | |
| 0.9038 | 2.53 | |
| -0.4363 | -0.80 |
Estimation Period:
Jun 26, 2014 to Feb 6, 2026
Jun 26, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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