Imerys SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.09% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2854 | 6.32 | |
| 0.0648 | 7.27 | |
| 0.8836 | 56.36 | |
| 0.0245 | 0.85 | |
| -0.0208 | -0.48 | |
| -0.0472 | -1.78 | |
| 0.1227 | 5.89 | |
| -0.1581 | -7.04 | |
| 0.1413 | 4.92 | |
| -0.0866 | -2.27 | |
| 0.0226 | 0.70 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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