IMI PLC GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.82% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0246 | 15.86 | |
| 0.0444 | 34.86 | |
| 0.9491 | 648.32 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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