Innovatec SPA GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:132.96% (-3.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2420 | 5.23 | |
| 0.0452 | 8.63 | |
| 0.9479 | 188.87 | |
| 0.0094 | 0.72 |
Estimation Period:
Aug 6, 2020 to Feb 6, 2026
Aug 6, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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