CSL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.08% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7525 | 9.42 | |
| 0.1197 | 7.59 | |
| 0.6538 | 16.06 | |
| 0.0391 | 0.70 | |
| -0.0572 | -0.59 | |
| -0.0478 | -0.62 | |
| 0.1486 | 2.47 | |
| -0.1877 | -4.13 | |
| 0.1899 | 4.34 | |
| -0.1002 | -2.28 | |
| 0.0355 | 0.73 | |
| -0.1073 | -1.72 | |
| 0.3716 | 2.90 |
Estimation Period:
May 30, 1994 to Jan 30, 2026
May 30, 1994 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities