Imerys Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:27.89% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7213 | 7.94 | |
| 0.0877 | 3.77 | |
| 0.6179 | 6.30 | |
| 0.2523 | 0.80 | |
| -0.7377 | -1.42 | |
| 1.1977 | 2.85 | |
| -0.8678 | -2.12 | |
| -0.5346 | -1.48 | |
| 1.4048 | 4.46 | |
| -1.1505 | -3.68 | |
| 0.9153 | 2.26 | |
| -1.2082 | -1.91 |
Estimation Period:
May 28, 2014 to Feb 6, 2026
May 28, 2014 to Feb 6, 2026
News Impact Curve
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