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Impax Asset Management Group plc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.61% (-1.13%)
Analysis last updated: Thursday, February 12, 2026 at 12:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Impax Asset Management Group plc S0GARCH
paramt-stat
ω0.48052.99
α0.13815.09
β0.60187.94
γ10.03820.51
γ2-0.0955-0.83
γ30.09811.23
γ4-0.0965-1.52
γ50.14702.77
γ6-0.1686-4.11
γ70.09544.01
Estimation Period:
Jan 23, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts