Caffyns PLC GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.10% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0475 | 7.14 | |
| 0.0248 | 9.38 | |
| 0.9653 | 260.53 |
Estimation Period:
Jan 12, 2007 to Jan 9, 2026
Jan 12, 2007 to Jan 9, 2026
News Impact Curve
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