Invista Sa MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:78.99% (+27.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.1974 | 14.85 | |
| 0.7112 | 42.43 | |
| -0.0471 | -3.19 | |
| 0.0855 | 1.79 | |
| 0.0526 | 3.60 | |
| 0.9459 | 62.65 |
Estimation Period:
May 10, 2012 to Feb 6, 2026
May 10, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on International Equities