IMI PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.24% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 8.63 | |
| 0.0874 | 31.47 | |
| 0.9908 | 1,244.71 | |
| -0.0405 | -17.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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