Castle Peak Holdings Pcl EGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:37.35% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2511 | 23.41 | |
| 0.2661 | 29.91 | |
| 0.9272 | 262.06 | |
| 0.0359 | 4.83 |
Estimation Period:
Jul 17, 1992 to Jan 30, 2026
Jul 17, 1992 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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