Cas GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.42% (+2.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2382 | 18.46 | |
| 0.1531 | 36.75 | |
| 0.8469 | 243.22 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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