CACI International Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:55.43% (-9.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3726 | 7.78 | |
| 0.1399 | 7.18 | |
| 0.5970 | 12.01 | |
| 0.1459 | 3.93 | |
| -0.2045 | -3.80 | |
| 0.1254 | 3.61 | |
| -0.1520 | -3.36 | |
| 0.1399 | 2.54 | |
| -0.0857 | -1.77 | |
| 0.0705 | 1.34 | |
| -0.0624 | -0.87 | |
| 0.0138 | 0.21 | |
| 0.1090 | 1.81 |
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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