Cac Holdings Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.12% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6909 | 4.18 | |
| 0.1387 | 5.36 | |
| 0.7086 | 16.45 | |
| -0.1523 | -1.07 | |
| 0.2862 | 1.46 | |
| -0.1925 | -2.10 | |
| -0.0168 | -0.24 | |
| 0.2989 | 3.70 | |
| -0.4580 | -3.49 | |
| 0.4937 | 3.04 | |
| -0.5307 | -3.38 | |
| 0.3879 | 2.50 | |
| -0.1305 | -0.78 |
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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