Imi Plc GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.52% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0746 | 19.24 | |
| 0.0823 | 29.80 | |
| 0.9106 | 356.39 |
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Apr 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities