Carpenter Technology Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.89% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5436 | 5.62 | |
| 0.0608 | 6.82 | |
| 0.8951 | 59.36 | |
| -0.0194 | -0.26 | |
| 0.0738 | 0.67 | |
| -0.0852 | -1.32 | |
| 0.0217 | 0.42 | |
| 0.0355 | 0.83 | |
| -0.1162 | -2.76 | |
| 0.1999 | 4.09 | |
| -0.1638 | -2.46 | |
| 0.0730 | 0.95 | |
| -0.0312 | -0.58 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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