Caxton and CTP Publishers and Printers Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.73% (-1.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3729 | 4.89 | |
| 0.1715 | 5.35 | |
| 0.6816 | 10.98 | |
| 0.1128 | 3.89 | |
| -0.0988 | -2.10 | |
| -0.0708 | -1.76 | |
| 0.1556 | 4.50 | |
| -0.2257 | -7.43 | |
| 0.2311 | 6.54 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Caxton and CTP Publishers and Printers Ltd Analyses
Other Spline-GARCH Analyses on International Equities