V-Lab
Caledonia Investments PLC/fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, September 20th, 2024:15.81% (-0.93%)
Analysis last updated: Saturday, September 21, 2024 at 12:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5457 | 3.63 | |
| 0.1431 | 8.18 | |
| 0.7613 | 25.84 | |
| -0.1435 | -1.62 | |
| 0.2667 | 2.17 | |
| -0.1876 | -1.98 | |
| 0.0046 | 0.05 | |
| 0.2018 | 3.00 | |
| -0.2935 | -5.61 | |
| 0.2324 | 4.29 | |
| -0.1189 | -2.27 | |
| 0.1331 | 2.85 | |
| -0.2562 | -3.54 |
Estimation Period:
Jan 2, 1990 to Sep 13, 2024
Jan 2, 1990 to Sep 13, 2024
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