IMI PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.46% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 10.40 | |
| 0.0180 | 14.30 | |
| 0.9553 | 725.95 | |
| 0.0419 | 12.95 |
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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