Skip to main content
V-Lab

Caledonia Investments PLC/fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.04% (-1.72%)
Analysis last updated: Sunday, February 8, 2026 at 03:26 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Caledonia Investments PLC/fund SGARCH
paramt-stat
ω0.56693.63
α0.14838.82
β0.761427.60
γ1-0.1057-1.44
γ20.22502.30
γ3-0.2581-5.83
γ40.24865.84
γ5-0.1794-4.04
γ60.08062.09
γ70.00280.08
γ80.02380.66
γ9-0.1883-3.90
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts