Carpenter Tan Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.68% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9867 | 11.60 | |
| 0.2083 | 5.08 | |
| 0.6057 | 10.89 | |
| 0.0335 | 5.68 | |
| -0.0382 | -4.92 |
Estimation Period:
Dec 29, 2009 to Feb 6, 2026
Dec 29, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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