Cac Holdings Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.19% (+2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7250 | 4.20 | |
| 0.1392 | 5.36 | |
| 0.7079 | 16.43 | |
| -0.1326 | -0.92 | |
| 0.2554 | 1.29 | |
| -0.1777 | -1.93 | |
| -0.0170 | -0.24 | |
| 0.2884 | 3.58 | |
| -0.4442 | -3.39 | |
| 0.4815 | 2.99 | |
| -0.5198 | -3.44 | |
| 0.3725 | 2.77 | |
| -0.0936 | -1.03 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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