CAQ Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, August 20th, 2025:170.68% (+162.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7427 | 2.07 | |
| 0.1826 | 4.42 | |
| 0.4501 | 3.65 | |
| 0.1223 | 0.09 | |
| 1.1160 | 0.67 | |
| -3.1300 | -4.15 | |
| 3.6277 | 4.71 | |
| -3.1322 | -2.90 | |
| 2.2649 | 1.66 | |
| -1.5732 | -0.98 | |
| 0.4757 | 0.23 | |
| 2.5649 | 1.28 | |
| -9.4914 | -5.92 |
Estimation Period:
Jul 25, 2005 to Jun 27, 2025
Jul 25, 2005 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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