Invercap SA EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:29.11% (+2.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1340 | 26.27 | |
| 0.2378 | 36.07 | |
| 0.9413 | 345.82 | |
| 0.0164 | 2.21 |
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Nov 9, 1994 to Feb 6, 2026
News Impact Curve
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