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V-Lab

Cavali SA ICLV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.92% (-2.09%)
Analysis last updated: Thursday, February 12, 2026 at 12:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cavali SA ICLV S0GARCH
paramt-stat
ω0.97303.56
α0.26453.96
β0.00000.00
γ1-0.7363-0.30
γ2-0.4447-0.11
γ3-4.3496-0.87
γ412.86541.47
γ5-8.7021-0.83
γ63.18790.37
γ7-5.0111-0.61
γ82.84040.33
γ98.45681.30
γ10-14.1121-2.78
Estimation Period:
Jul 4, 2007 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts