Imerys SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.15% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 8.08 | |
| 0.0752 | 28.00 | |
| 0.9884 | 1,068.59 | |
| -0.0449 | -17.87 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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