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V-Lab

Caledonian Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:195.68% (-0.01%)
Analysis last updated: Saturday, February 14, 2026 at 01:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caledonian Holdings PLC SGARCH
paramt-stat
ω0.55502.41
α0.12795.06
β0.754015.93
γ1-0.2931-0.54
γ20.35550.46
γ3-0.1796-0.35
γ4-0.0886-0.20
γ50.87702.66
γ6-1.3654-4.49
γ71.08542.95
γ8-0.6621-1.39
γ90.78981.32
γ10-0.7973-1.01
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts