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Caledonia Investments PLC/fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.68% (-1.36%)
Analysis last updated: Sunday, February 8, 2026 at 03:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caledonia Investments PLC/fund S0GARCH
paramt-stat
ω0.60403.58
α0.14518.93
β0.774030.30
γ1-0.0914-1.20
γ20.20131.98
γ3-0.2402-5.29
γ40.23155.28
γ5-0.1608-3.51
γ60.05811.45
γ70.03670.99
γ8-0.0477-1.38
γ90.00820.36
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts