Caspian Sunrise PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:60.48% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3030 | 7.87 | |
| 0.0740 | 4.07 | |
| 0.7004 | 7.29 | |
| 0.0270 | 0.41 | |
| -0.0102 | -0.09 | |
| -0.0764 | -0.72 | |
| 0.1804 | 1.48 | |
| -0.2683 | -2.05 | |
| 0.2644 | 1.62 |
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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