Imcd NV GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:40.05% (-2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4195 | 16.39 | |
| 0.0433 | 8.17 | |
| 0.7608 | 81.70 | |
| 0.1651 | 9.27 |
Estimation Period:
Jul 2, 2014 to Feb 6, 2026
Jul 2, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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