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V-Lab

Casa Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.77% (-0.24%)
Analysis last updated: Friday, February 13, 2026 at 09:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Casa Inc S0GARCH
paramt-stat
ω0.81873.95
α0.19464.05
β0.55163.97
γ1-2.8137-3.94
γ24.82454.35
γ3-3.8383-3.96
γ42.64942.80
γ5-0.8342-0.92
γ60.21970.19
γ7-0.6007-0.51
γ80.63540.76
Estimation Period:
Oct 31, 2017 to Feb 10, 2026
Impact of return on volatility tomorrow
Volatility Forecasts