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V-Lab

Imi Plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:25.48% (+1.41%)
Analysis last updated: Friday, February 13, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imi Plc S0GARCH
paramt-stat
ω1.19915.68
α0.07786.75
β0.880255.78
γ1-0.0605-0.67
γ20.00890.06
γ30.23152.53
γ4-0.3800-5.13
γ50.33893.98
γ6-0.2114-2.46
γ70.15001.89
γ8-0.1885-2.42
γ90.17112.98
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts