Casta Diva Group SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:89.52% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5202 | 5.89 | |
| 0.3117 | 3.85 | |
| 0.2517 | 2.14 | |
| -0.3481 | -3.53 | |
| 0.7365 | 4.27 |
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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