Imerys Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:30.68% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0133 | 5.29 | |
| 0.0110 | 6.75 | |
| 0.9779 | 675.84 | |
| 0.0149 | 4.96 |
Estimation Period:
May 28, 2014 to Feb 13, 2026
May 28, 2014 to Feb 13, 2026
News Impact Curve
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