Cavali SA ICLV AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.65% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4017 | 3.83 | |
| 0.3260 | 19.95 | |
| 0.6931 | 77.39 | |
| -0.7714 | -2.38 |
Estimation Period:
Jul 4, 2007 to Sep 19, 2025
Jul 4, 2007 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
Other Cavali SA ICLV Analyses
Other AGARCH Analyses on International Equities