Imerys Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.82% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0534 | 7.74 | |
| 0.6873 | 35.34 | |
| 0.0743 | 6.95 | |
| 0.0194 | 0.71 | |
| 0.0310 | 1.44 | |
| 0.9649 | 38.08 |
Estimation Period:
May 28, 2014 to Feb 6, 2026
May 28, 2014 to Feb 6, 2026
News Impact Curve
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