I&M Group PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:35.37% (+13.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0777 | 8.23 | |
| 0.0600 | 9.21 | |
| 0.9346 | 288.19 | |
| 0.0059 | 0.47 |
Estimation Period:
Jan 31, 1991 to Feb 13, 2026
Jan 31, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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