Caspian Sunrise PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.92% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1151 | 2.32 | |
| 0.4709 | 7.49 | |
| -0.0729 | -1.72 | |
| 0.5167 | 0.19 | |
| 0.0133 | 0.33 | |
| 0.9680 | 7.64 |
Estimation Period:
May 22, 2007 to Feb 6, 2026
May 22, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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