Imerys Sa EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.86% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0116 | 4.68 | |
| 0.0585 | 13.96 | |
| 0.9951 | 976.59 | |
| -0.0227 | -6.70 |
Estimation Period:
May 28, 2014 to Feb 6, 2026
May 28, 2014 to Feb 6, 2026
News Impact Curve
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