Immatics NV Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:101.67% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6735 | 1.45 | |
| 0.0507 | 1.86 | |
| 0.6867 | 4.34 | |
| 17.1962 | 4.05 | |
| -24.2457 | -4.16 | |
| 7.1500 | 2.01 | |
| 1.0816 | 0.43 | |
| -2.1463 | -1.23 | |
| 1.3098 | 0.82 | |
| -1.2496 | -0.78 | |
| 2.3686 | 1.20 | |
| -1.8402 | -0.89 | |
| -0.0513 | -0.02 |
Estimation Period:
Oct 5, 2018 to Feb 6, 2026
Oct 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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