Invicta Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.19% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.2300 | 7.26 | |
| 0.2064 | 8.35 | |
| 0.5277 | 10.80 | |
| 0.4703 | 7.87 | |
| -0.6170 | -6.19 | |
| 0.2320 | 2.51 | |
| -0.0870 | -0.91 | |
| -0.0803 | -0.65 | |
| 0.2199 | 1.65 | |
| -0.1407 | -1.42 | |
| -0.0801 | -1.04 | |
| 0.0456 | 0.76 | |
| 0.1001 | 2.55 |
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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