Casa Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.77% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8187 | 3.95 | |
| 0.1946 | 4.05 | |
| 0.5516 | 3.97 | |
| -2.8137 | -3.94 | |
| 4.8245 | 4.35 | |
| -3.8383 | -3.96 | |
| 2.6494 | 2.80 | |
| -0.8342 | -0.92 | |
| 0.2197 | 0.19 | |
| -0.6007 | -0.51 | |
| 0.6354 | 0.76 |
Estimation Period:
Oct 31, 2017 to Feb 10, 2026
Oct 31, 2017 to Feb 10, 2026
News Impact Curve
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