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V-Lab

Imerys Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.82% (-0.81%)
Analysis last updated: Thursday, February 12, 2026 at 08:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imerys Sa S0GARCH
paramt-stat
ω0.71667.88
α0.09213.86
β0.60236.19
γ10.23110.73
γ2-0.7067-1.36
γ31.18452.82
γ4-0.8692-2.12
γ5-0.5128-1.42
γ61.34924.33
γ7-1.0256-3.49
γ80.62771.99
γ9-0.4376-1.64
Estimation Period:
May 28, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts