Invercap SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.75% (+3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7875 | 5.94 | |
| 0.1873 | 6.98 | |
| 0.6523 | 15.68 | |
| 0.1288 | 1.51 | |
| 0.0006 | 0.00 | |
| -0.3814 | -3.14 | |
| 0.5083 | 5.05 | |
| -0.5052 | -5.09 | |
| 0.4919 | 4.30 | |
| -0.4167 | -3.94 | |
| 0.2569 | 2.87 | |
| -0.1681 | -1.87 | |
| 0.1513 | 2.09 |
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Nov 9, 1994 to Feb 6, 2026
News Impact Curve
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