V-Lab
Caledonia Investments PLC/fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:22.65% (-1.99%)
Analysis last updated: Sunday, November 10, 2024 at 04:04 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5436 | 3.66 | |
| 0.1467 | 8.21 | |
| 0.7549 | 25.12 | |
| -0.1444 | -1.66 | |
| 0.2694 | 2.24 | |
| -0.1935 | -2.12 | |
| 0.0147 | 0.17 | |
| 0.1908 | 2.89 | |
| -0.2873 | -5.59 | |
| 0.2340 | 4.34 | |
| -0.1247 | -2.34 | |
| 0.1419 | 2.98 | |
| -0.2954 | -4.40 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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