Impax Asset Management Grp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.22% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1922 | 3.84 | |
| 0.0053 | 0.45 | |
| 0.8741 | 2.48 | |
| 1.8886 | 3.01 | |
| -2.9436 | -3.54 | |
| 1.4124 | 2.61 | |
| 0.0927 | 0.17 | |
| -1.9492 | -2.02 |
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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