Invicta Holdings GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.30% (-3.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1725 | 20.96 | |
| 0.4122 | 9.16 | |
| 0.1691 | 5.90 | |
| -0.2916 | -5.29 |
Estimation Period:
Mar 29, 2021 to Feb 6, 2026
Mar 29, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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