Casta Diva Group SPA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:44.89% (-3.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6529 | 4.09 | |
| 0.1442 | 4.18 | |
| 0.7194 | 10.93 | |
| -0.9455 | -1.40 | |
| 2.2798 | 1.90 | |
| -2.8100 | -2.10 | |
| 2.9059 | 2.20 | |
| -2.7885 | -3.12 | |
| 2.1307 | 2.65 | |
| -1.0096 | -0.93 | |
| -0.0239 | -0.03 | |
| 0.7222 | 1.00 | |
| -0.6295 | -1.06 |
Estimation Period:
Jul 22, 2014 to Feb 13, 2026
Jul 22, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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