Invivyd Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.29% (+4.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6077 | 2.72 | |
| 0.2446 | 3.59 | |
| 0.1929 | 1.28 | |
| -21.0994 | -2.41 | |
| 26.7855 | 2.18 | |
| -1.7674 | -0.28 | |
| -11.1825 | -2.60 | |
| 18.9743 | 4.21 | |
| -26.1612 | -2.69 | |
| 29.2801 | 2.35 | |
| -27.2109 | -2.60 | |
| 21.2884 | 3.07 | |
| -23.6685 | -2.88 |
Estimation Period:
Aug 6, 2021 to Feb 6, 2026
Aug 6, 2021 to Feb 6, 2026
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