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V-Lab

Imerys SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.09% (-0.97%)
Analysis last updated: Saturday, February 7, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Imerys SA S0GARCH
paramt-stat
ω1.28546.32
α0.06487.27
β0.883656.36
γ10.02450.85
γ2-0.0208-0.48
γ3-0.0472-1.78
γ40.12275.89
γ5-0.1581-7.04
γ60.14134.92
γ7-0.0866-2.27
γ80.02260.70
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts