Cavatina Holding Spolka Akcy Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:20.88% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5257 | 2.99 | |
| 0.3702 | 4.02 | |
| 0.0680 | 0.72 | |
| -3.2457 | -0.57 | |
| -2.3719 | -0.31 | |
| 8.3100 | 1.88 | |
| -1.1274 | -0.25 | |
| -3.2887 | -0.56 | |
| 0.5451 | 0.09 | |
| 7.4807 | 1.52 | |
| -16.5592 | -2.21 | |
| 21.4986 | 2.25 | |
| -22.6038 | -2.06 |
Estimation Period:
Aug 17, 2021 to Feb 13, 2026
Aug 17, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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