IMI PLC APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.41% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 18.31 | |
| 0.0427 | 28.52 | |
| 0.9573 | 643.79 | |
| 0.4935 | 15.99 | |
| 1.1543 | 28.51 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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