Caleres, Inc. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:56.76% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8042 | 6.62 | |
| 0.0460 | 4.64 | |
| 0.9096 | 55.19 | |
| 0.1060 | 3.60 | |
| -0.1338 | -2.21 | |
| -0.0011 | -0.02 | |
| 0.0889 | 1.95 | |
| -0.1463 | -4.00 | |
| 0.1614 | 4.93 | |
| -0.1020 | -3.47 | |
| 0.0244 | 1.16 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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