V-Lab
Caledonia Investments PLC/fund GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:22.32% (-0.85%)
Analysis last updated: Sunday, November 10, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 19.12 | |
| 0.1090 | 37.99 | |
| 0.8680 | 272.54 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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