IMI PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.72% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.9563 | 4.44 | |
| 0.0493 | 42.10 | |
| 0.9940 | 707.99 | |
| 4.7303 | 13.35 |
Estimation Period:
Jan 1, 1990 to Jan 30, 2026
Jan 1, 1990 to Jan 30, 2026
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