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V-Lab

Invista Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:76.76% (+25.34%)
Analysis last updated: Sunday, February 8, 2026 at 03:24 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Invista Sa S0GARCH
paramt-stat
ω0.51423.46
α0.18326.69
β0.714116.79
γ1-1.1440-3.01
γ21.82183.24
γ3-0.8316-2.25
γ40.32260.90
γ5-0.2750-0.78
γ6-0.0367-0.10
γ70.12120.31
γ80.09840.32
Estimation Period:
May 10, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts