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V-Lab

Imi Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.96% (+1.33%)
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 SGARCH
paramt-stat
ω1.21226.24
α0.07836.55
β0.866947.43
γ10.00330.03
γ2-0.1549-0.96
γ30.42693.49
γ4-0.4758-4.03
γ50.23232.21
γ60.03530.42
γ7-0.1380-1.72
γ80.17251.88
γ9-0.2703-2.72
γ100.32552.78
Estimation Period:
Apr 12, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts