Caleres, Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:67.25% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8385 | 5.56 | |
| 0.0523 | 5.05 | |
| 0.8887 | 43.48 | |
| 0.1622 | 1.65 | |
| -0.1971 | -1.14 | |
| 0.0361 | 0.31 | |
| -0.0515 | -0.78 | |
| 0.1584 | 3.45 | |
| -0.2381 | -5.51 | |
| 0.1835 | 4.04 | |
| 0.0046 | 0.08 | |
| -0.1459 | -2.20 | |
| 0.1921 | 2.48 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
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