Cavali SA ICLV EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.08% (+1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 0.29 | |
| 0.0731 | 4.38 | |
| 0.9845 | 18.40 | |
| -0.1259 | -4.76 |
Estimation Period:
Jul 4, 2007 to Sep 19, 2025
Jul 4, 2007 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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