Impax Asset Management Group plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.61% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4805 | 2.99 | |
| 0.1381 | 5.09 | |
| 0.6018 | 7.94 | |
| 0.0382 | 0.51 | |
| -0.0955 | -0.83 | |
| 0.0981 | 1.23 | |
| -0.0965 | -1.52 | |
| 0.1470 | 2.77 | |
| -0.1686 | -4.11 | |
| 0.0954 | 4.01 |
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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