I&M Group PLC EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.11% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 14.80 | |
| 0.1091 | 14.55 | |
| 0.9900 | 806.85 | |
| 0.0070 | 0.64 |
Estimation Period:
Jan 31, 1991 to Feb 6, 2026
Jan 31, 1991 to Feb 6, 2026
News Impact Curve
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