Invista Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:68.19% (+9.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0739 | 12.09 | |
| 0.0750 | 13.03 | |
| 0.9374 | 339.15 | |
| -0.0248 | -2.91 |
Estimation Period:
May 10, 2012 to Feb 6, 2026
May 10, 2012 to Feb 6, 2026
News Impact Curve
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