Invista Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:81.06% (+23.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5113 | 3.42 | |
| 0.1832 | 6.72 | |
| 0.7156 | 16.92 | |
| -1.1614 | -3.04 | |
| 1.8507 | 3.27 | |
| -0.8524 | -2.29 | |
| 0.3410 | 0.94 | |
| -0.3002 | -0.83 | |
| 0.0138 | 0.04 | |
| 0.0048 | 0.01 | |
| 0.4103 | 0.64 |
Estimation Period:
May 10, 2012 to Feb 6, 2026
May 10, 2012 to Feb 6, 2026
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