CSL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.99% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7333 | 9.14 | |
| 0.1181 | 7.53 | |
| 0.6564 | 16.13 | |
| 0.0315 | 0.56 | |
| -0.0476 | -0.49 | |
| -0.0505 | -0.66 | |
| 0.1497 | 2.49 | |
| -0.1883 | -4.15 | |
| 0.1903 | 4.35 | |
| -0.1001 | -2.28 | |
| 0.0349 | 0.72 | |
| -0.1058 | -1.71 | |
| 0.3659 | 2.95 |
Estimation Period:
May 30, 1994 to Feb 6, 2026
May 30, 1994 to Feb 6, 2026
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