Imi Plc EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.72% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0605 | 17.97 | |
| 0.1804 | 30.56 | |
| 0.9730 | 658.34 | |
| -0.0618 | -12.74 |
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Apr 12, 1999 to Feb 6, 2026
News Impact Curve
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