Caledonia Investments PLC/fund Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.04% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5669 | 3.63 | |
| 0.1483 | 8.82 | |
| 0.7614 | 27.60 | |
| -0.1057 | -1.44 | |
| 0.2250 | 2.30 | |
| -0.2581 | -5.83 | |
| 0.2486 | 5.84 | |
| -0.1794 | -4.04 | |
| 0.0806 | 2.09 | |
| 0.0028 | 0.08 | |
| 0.0238 | 0.66 | |
| -0.1883 | -3.90 |
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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