Central Retail Corp PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.01% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4380 | 5.70 | |
| 0.0112 | 1.12 | |
| 0.9288 | 28.81 | |
| 0.0272 | 0.21 | |
| 0.2629 | 1.42 | |
| -0.5048 | -3.16 |
Estimation Period:
Feb 20, 2020 to Feb 6, 2026
Feb 20, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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