Castle Peak Holdings Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.39% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2773 | 3.45 | |
| 0.1869 | 7.68 | |
| 0.7532 | 26.39 | |
| 0.3276 | 4.24 | |
| -0.4492 | -3.36 | |
| 0.1370 | 1.36 | |
| -0.0555 | -0.59 | |
| 0.1122 | 1.16 | |
| -0.1867 | -2.41 | |
| 0.2518 | 3.81 | |
| -0.2382 | -2.91 | |
| 0.1379 | 1.88 |
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Jul 17, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Castle Peak Holdings Pcl Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities