Impax Asset Management Group plc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.31% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4903 | 3.01 | |
| 0.1401 | 5.16 | |
| 0.5971 | 7.90 | |
| 0.0444 | 0.60 | |
| -0.1048 | -0.92 | |
| 0.1029 | 1.30 | |
| -0.0979 | -1.54 | |
| 0.1429 | 2.66 | |
| -0.1530 | -3.40 | |
| 0.0489 | 0.98 |
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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