CACI International Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.21% (-9.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1642 | 7.00 | |
| 0.1378 | 7.06 | |
| 0.6215 | 13.14 | |
| 0.1114 | 2.86 | |
| -0.1496 | -2.66 | |
| 0.0875 | 2.45 | |
| -0.1194 | -2.58 | |
| 0.1127 | 2.01 | |
| -0.0652 | -1.33 | |
| 0.0607 | 1.14 | |
| -0.0737 | -1.02 | |
| 0.0681 | 1.09 | |
| -0.0467 | -1.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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