Invercap SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.14% (+1.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1836 | 20.48 | |
| 0.1372 | 19.52 | |
| 0.8476 | 223.34 | |
| -0.0112 | -1.03 |
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Nov 9, 1994 to Feb 6, 2026
News Impact Curve
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