I&M Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:64.64% (+44.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1485 | 3.49 | |
| 0.3004 | 5.12 | |
| 0.3141 | 4.27 | |
| -0.0812 | -0.15 | |
| 0.5281 | 0.71 | |
| -1.0688 | -2.69 | |
| 1.4173 | 3.74 | |
| -1.2653 | -3.51 | |
| 0.8163 | 1.90 | |
| -1.1614 | -2.29 | |
| 1.8639 | 4.17 | |
| -1.2985 | -3.44 | |
| -1.1863 | -1.33 |
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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