Caledonia Investments PLC/fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:15.13% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0767 | 18.12 | |
| 0.8060 | 104.65 | |
| 0.0859 | 13.50 | |
| 0.0085 | 3.23 | |
| 0.0212 | 5.00 | |
| 0.9731 | 175.74 |
Estimation Period:
Jan 2, 1990 to Feb 27, 2026
Jan 2, 1990 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other Caledonia Investments PLC/fund Analyses
Other MF2-GARCH Analyses on Closed-end Funds