CSL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.41% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7515 | 9.41 | |
| 0.1201 | 7.60 | |
| 0.6539 | 16.14 | |
| 0.0394 | 0.71 | |
| -0.0582 | -0.60 | |
| -0.0460 | -0.60 | |
| 0.1463 | 2.43 | |
| -0.1854 | -4.08 | |
| 0.1886 | 4.30 | |
| -0.0999 | -2.27 | |
| 0.0348 | 0.72 | |
| -0.1057 | -1.73 | |
| 0.3770 | 3.12 |
Estimation Period:
May 30, 1994 to Feb 13, 2026
May 30, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities