Caspian Sunrise PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:73.29% (-7.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1253 | 6.09 | |
| 0.0855 | 4.09 | |
| 0.6490 | 5.84 | |
| -0.0994 | -0.41 | |
| 0.1231 | 0.32 | |
| 0.0594 | 0.21 | |
| -0.2594 | -0.87 | |
| 0.2939 | 1.02 | |
| 0.0016 | 0.01 | |
| -0.3443 | -1.30 | |
| 0.2994 | 1.11 | |
| -0.0471 | -0.24 |
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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