Invercap SA MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.57% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2271 | 19.50 | |
| 0.5696 | 28.60 | |
| -0.0631 | -5.35 | |
| 0.0612 | 1.79 | |
| 0.0422 | 3.46 | |
| 0.9470 | 60.82 |
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Nov 9, 1994 to Feb 6, 2026
News Impact Curve
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