Invicta Holdings Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.70% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2527 | 4.54 | |
| 0.2585 | 4.46 | |
| 0.0895 | 0.78 | |
| 0.7077 | 0.45 | |
| -1.0974 | -0.49 | |
| 0.9625 | 0.60 | |
| -1.8189 | -0.97 | |
| 4.6507 | 2.39 | |
| -7.3059 | -4.74 | |
| 5.4432 | 5.16 |
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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