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V-Lab

Castle Peak Holdings Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.79% (+0.29%)
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 SGARCH
paramt-stat
ω1.35353.51
α0.18677.71
β0.754226.91
γ10.36284.62
γ2-0.5076-3.74
γ30.17621.73
γ4-0.0826-0.88
γ50.13221.37
γ6-0.2043-2.65
γ70.27274.18
γ8-0.2757-3.42
γ90.23021.80
Estimation Period:
Jul 17, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts