Impax Asset Management Group plc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.64% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1084 | 15.34 | |
| 0.1267 | 15.50 | |
| 0.9529 | 273.50 | |
| -0.0032 | -0.53 |
Estimation Period:
Jan 23, 1997 to Feb 6, 2026
Jan 23, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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