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V-Lab

Cavali SA ICLV Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:331.91% (0.00%)
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 SGARCH
paramt-stat
ω0.85373.11
α0.00000.00
β0.868210.96
γ1-1.1184-0.60
γ2-0.5527-0.21
γ3-3.2390-2.00
γ414.41095.34
γ5-12.3050-1.98
γ6-0.1319-0.02
γ76.30350.94
γ8-5.4612-1.18
γ916.61672.39
Estimation Period:
Jul 4, 2007 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts