Cavali SA ICLV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.92% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9730 | 3.56 | |
| 0.2645 | 3.96 | |
| 0.0000 | 0.00 | |
| -0.7363 | -0.30 | |
| -0.4447 | -0.11 | |
| -4.3496 | -0.87 | |
| 12.8654 | 1.47 | |
| -8.7021 | -0.83 | |
| 3.1879 | 0.37 | |
| -5.0111 | -0.61 | |
| 2.8404 | 0.33 | |
| 8.4568 | 1.30 | |
| -14.1121 | -2.78 |
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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