Canfin Homes Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:28.68% (-2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0859 | 8.37 | |
| 0.1241 | 6.70 | |
| 0.6996 | 15.38 | |
| -0.0012 | -0.07 | |
| 0.0238 | 0.85 | |
| -0.0184 | -0.83 | |
| 0.0012 | 0.05 | |
| -0.0352 | -1.46 | |
| 0.0500 | 2.79 |
Estimation Period:
Sep 25, 1995 to Feb 13, 2026
Sep 25, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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