Cavali SA ICLV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:331.91% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8537 | 3.11 | |
| 0.0000 | 0.00 | |
| 0.8682 | 10.96 | |
| -1.1184 | -0.60 | |
| -0.5527 | -0.21 | |
| -3.2390 | -2.00 | |
| 14.4109 | 5.34 | |
| -12.3050 | -1.98 | |
| -0.1319 | -0.02 | |
| 6.3035 | 0.94 | |
| -5.4612 | -1.18 | |
| 16.6167 | 2.39 |
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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