Invercap SA Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.53% (-2.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7742 | 6.02 | |
| 0.1844 | 7.02 | |
| 0.6532 | 15.48 | |
| 0.1182 | 1.40 | |
| 0.0215 | 0.15 | |
| -0.4034 | -3.35 | |
| 0.5325 | 5.35 | |
| -0.5305 | -5.40 | |
| 0.5194 | 4.59 | |
| -0.4539 | -4.31 | |
| 0.3172 | 3.45 | |
| -0.2800 | -2.60 | |
| 0.4169 | 2.74 |
Estimation Period:
Nov 9, 1994 to Feb 6, 2026
Nov 9, 1994 to Feb 6, 2026
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