Invictus Investment Company Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:43.87% (-4.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0960 | 2.28 | |
| 0.2308 | 3.78 | |
| 0.2375 | 1.72 | |
| -8.7494 | -0.55 | |
| 14.5515 | 0.66 | |
| -11.8276 | -1.16 | |
| 4.7349 | 0.58 | |
| 19.8220 | 2.49 | |
| -39.3088 | -6.76 | |
| 29.9884 | 3.95 | |
| -11.9169 | -1.47 | |
| 8.5328 | 1.27 | |
| -10.2586 | -2.30 |
Estimation Period:
Jun 29, 2022 to Feb 12, 2026
Jun 29, 2022 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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