Invion Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.05% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6390 | 2.91 | |
| 0.1464 | 3.68 | |
| 0.6134 | 8.06 | |
| -0.3149 | -0.47 | |
| -0.0246 | -0.03 | |
| 1.3131 | 3.73 | |
| -1.9791 | -8.75 | |
| 1.4348 | 7.39 | |
| -0.4497 | -1.52 | |
| -0.0250 | -0.04 | |
| 0.3436 | 0.50 | |
| -1.5952 | -2.37 |
Estimation Period:
Feb 15, 2010 to Feb 6, 2026
Feb 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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