Casa Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.13% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8110 | 3.91 | |
| 0.1961 | 4.03 | |
| 0.5509 | 3.99 | |
| -2.8627 | -3.98 | |
| 4.8997 | 4.40 | |
| -3.8807 | -4.00 | |
| 2.6709 | 2.83 | |
| -0.8311 | -0.91 | |
| 0.1803 | 0.16 | |
| -0.4934 | -0.36 | |
| 0.3408 | 0.15 |
Estimation Period:
Oct 31, 2017 to Feb 10, 2026
Oct 31, 2017 to Feb 10, 2026
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