Impax Asset Management Group plc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.04% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1301 | 11.26 | |
| 0.5831 | 19.50 | |
| 0.0197 | 1.44 | |
| 0.0640 | 0.35 | |
| 0.0361 | 0.51 | |
| 0.9511 | 9.43 |
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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