Imi Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.92% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0763 | 18.20 | |
| 0.0347 | 15.28 | |
| 0.9207 | 428.24 | |
| 0.0714 | 11.58 |
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Apr 12, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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