V-Lab
Caledonia Investments PLC/fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:25.86% (-1.65%)
Analysis last updated: Sunday, November 10, 2024 at 04:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5812 | 3.63 | |
| 0.1425 | 8.32 | |
| 0.7697 | 27.42 | |
| -0.1249 | -1.38 | |
| 0.2393 | 1.91 | |
| -0.1775 | -1.87 | |
| 0.0095 | 0.10 | |
| 0.1845 | 2.70 | |
| -0.2693 | -5.08 | |
| 0.2036 | 3.68 | |
| -0.0751 | -1.37 | |
| 0.0460 | 1.00 | |
| -0.0679 | -2.31 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
Other Caledonia Investments PLC/fund Analyses