CAE Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.04% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9918 | 5.42 | |
| 0.0736 | 5.69 | |
| 0.8323 | 30.90 | |
| -0.1311 | -1.64 | |
| 0.3030 | 2.58 | |
| -0.2985 | -4.24 | |
| 0.1961 | 3.57 | |
| -0.0879 | -1.51 | |
| 0.1231 | 1.77 | |
| -0.2389 | -3.48 | |
| 0.1785 | 3.55 |
Estimation Period:
Jan 15, 1996 to Feb 6, 2026
Jan 15, 1996 to Feb 6, 2026
News Impact Curve
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