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Castle Peak Holdings Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.39% (+0.35%)
Analysis last updated: Sunday, February 8, 2026 at 03:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Castle Peak Holdings Pcl S0GARCH
paramt-stat
ω1.27733.45
α0.18697.68
β0.753226.39
γ10.32764.24
γ2-0.4492-3.36
γ30.13701.36
γ4-0.0555-0.59
γ50.11221.16
γ6-0.1867-2.41
γ70.25183.81
γ8-0.2382-2.91
γ90.13791.88
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts