Casta Diva Group SPA Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:57.43% (-2.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6414 | 4.03 | |
| 0.1418 | 4.23 | |
| 0.7259 | 11.34 | |
| -1.0315 | -1.53 | |
| 2.4297 | 2.03 | |
| -2.9311 | -2.20 | |
| 3.0185 | 2.30 | |
| -2.8985 | -3.24 | |
| 2.2435 | 2.77 | |
| -1.1613 | -1.07 | |
| 0.2762 | 0.29 | |
| 0.0367 | 0.05 | |
| 1.0861 | 0.99 |
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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