Cross Cat Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.53% (-3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3977 | 5.25 | |
| 0.2100 | 7.23 | |
| 0.4836 | 9.91 | |
| -0.0392 | -0.34 | |
| 0.2380 | 1.42 | |
| -0.3585 | -2.07 | |
| 0.3993 | 1.32 | |
| -0.5011 | -1.43 | |
| 0.4954 | 1.89 | |
| -0.4233 | -2.30 | |
| 0.3431 | 2.22 | |
| -0.3057 | -1.81 | |
| 0.0589 | 0.18 |
Estimation Period:
Jun 20, 2002 to Feb 10, 2026
Jun 20, 2002 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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