Casta Diva Group SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:95.01% (-9.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5229 | 4.07 | |
| 0.3128 | 3.91 | |
| 0.2389 | 2.03 | |
| -0.2931 | -0.29 | |
| -0.0694 | -0.04 | |
| 0.1207 | 0.11 | |
| 1.2325 | 1.54 | |
| -1.6490 | -3.37 |
Estimation Period:
Dec 16, 2020 to Feb 6, 2026
Dec 16, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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