Castro Model Ltd GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:42.99% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0672 | 12.54 | |
| 0.0416 | 21.62 | |
| 0.9438 | 384.12 |
Estimation Period:
Mar 23, 2001 to Feb 13, 2026
Mar 23, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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