Carpenter Tan Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.15% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7958 | 5.90 | |
| 0.1905 | 5.56 | |
| 0.6000 | 10.39 | |
| 0.0070 | 0.04 | |
| 0.0805 | 0.27 | |
| -0.2575 | -1.05 | |
| 0.4637 | 1.80 | |
| -0.3959 | -1.42 | |
| -0.0163 | -0.06 | |
| 0.4785 | 1.85 | |
| -0.9312 | -2.64 | |
| 1.3002 | 2.54 |
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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