V-Lab
V-Lab
IMI PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.72% (-0.31%)

Analysis last updated: Friday, May 3, 2024 at 03:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IMI PLC GARCH
paramt-stat
ω0.023415.17
α0.043233.72
β0.9509652.67
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts