Caster Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.24% (-8.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1044 | 2.73 | |
| 0.3750 | 1.85 | |
| 0.1543 | 0.95 | |
| 28.5153 | 3.30 | |
| -43.8472 | -3.11 | |
| 23.5448 | 2.03 | |
| -11.5979 | -1.11 | |
| 5.6447 | 0.52 | |
| -1.5349 | -0.11 |
Estimation Period:
Oct 3, 2023 to Feb 10, 2026
Oct 3, 2023 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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