Impax Asset Management Grp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.84% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1368 | 2.17 | |
| 0.0000 | 0.00 | |
| 0.8896 | 2.46 | |
| 1.2762 | 0.40 | |
| 0.5985 | 0.15 | |
| -3.4074 | -2.05 | |
| 0.3159 | 0.19 | |
| 3.6313 | 2.04 | |
| -4.7475 | -2.17 | |
| 5.7515 | 2.11 | |
| -7.2275 | -2.52 | |
| 5.3295 | 2.54 |
Estimation Period:
Nov 16, 2020 to Feb 6, 2026
Nov 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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