Invicta Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.36% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2064 | 10.48 | |
| 0.0720 | 16.73 | |
| 0.8908 | 200.73 | |
| 0.0295 | 3.50 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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