Caledonia Investments PLC/fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.68% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6040 | 3.58 | |
| 0.1451 | 8.93 | |
| 0.7740 | 30.30 | |
| -0.0914 | -1.20 | |
| 0.2013 | 1.98 | |
| -0.2402 | -5.29 | |
| 0.2315 | 5.28 | |
| -0.1608 | -3.51 | |
| 0.0581 | 1.45 | |
| 0.0367 | 0.99 | |
| -0.0477 | -1.38 | |
| 0.0082 | 0.36 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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