Caledonian Holdings PLC EGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:66.05% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1974 | 13.78 | |
| 0.1416 | 15.58 | |
| 0.9603 | 298.52 | |
| -0.0054 | -0.52 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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