Imdex Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:45.97% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9808 | 7.34 | |
| 0.1241 | 6.46 | |
| 0.7793 | 25.68 | |
| -0.0288 | -2.93 | |
| 0.0457 | 3.20 | |
| -0.0295 | -2.79 | |
| 0.0262 | 1.60 |
Estimation Period:
Jan 2, 1996 to Feb 13, 2026
Jan 2, 1996 to Feb 13, 2026
News Impact Curve
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