Skip to main content
V-Lab

CAQ Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 20th, 2025:170.68% (+162.82%)
Analysis last updated: Wednesday, August 20, 2025 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CAQ Holdings Ltd SGARCH
paramt-stat
ω0.74272.07
α0.18264.42
β0.45013.65
γ10.12230.09
γ21.11600.67
γ3-3.1300-4.15
γ43.62774.71
γ5-3.1322-2.90
γ62.26491.66
γ7-1.5732-0.98
γ80.47570.23
γ92.56491.28
γ10-9.4914-5.92
Estimation Period:
Jul 25, 2005 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts