IMI PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.66% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8672 | 6.40 | |
| 0.0491 | 7.53 | |
| 0.9250 | 91.74 | |
| 0.0017 | 0.06 | |
| 0.0551 | 1.19 | |
| -0.1714 | -5.42 | |
| 0.2393 | 8.06 | |
| -0.2322 | -7.86 | |
| 0.1868 | 5.89 | |
| -0.1309 | -4.50 | |
| 0.0717 | 3.63 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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