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V-Lab

Cac Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.12% (+3.34%)
Analysis last updated: Tuesday, February 17, 2026 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cac Holdings Corp SGARCH
paramt-stat
ω1.69094.18
α0.13875.36
β0.708616.45
γ1-0.1523-1.07
γ20.28621.46
γ3-0.1925-2.10
γ4-0.0168-0.24
γ50.29893.70
γ6-0.4580-3.49
γ70.49373.04
γ8-0.5307-3.38
γ90.38792.50
γ10-0.1305-0.78
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts