Skip to main content
V-Lab

Imerys Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.89% (-1.02%)
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 SGARCH
paramt-stat
ω0.72137.94
α0.08773.77
β0.61796.30
γ10.25230.80
γ2-0.7377-1.42
γ31.19772.85
γ4-0.8678-2.12
γ5-0.5346-1.48
γ61.40484.46
γ7-1.1505-3.68
γ80.91532.26
γ9-1.2082-1.91
Estimation Period:
May 28, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts