Caesarstone Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:63.92% (+2.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5920 | 3.90 | |
| 0.2012 | 4.04 | |
| 0.2981 | 2.87 | |
| -0.7216 | -1.58 | |
| 1.1835 | 1.64 | |
| -1.0051 | -1.42 | |
| 1.0976 | 1.43 | |
| -1.0985 | -1.33 | |
| 0.9623 | 1.25 | |
| -0.6672 | -1.15 | |
| 0.4999 | 0.91 | |
| -0.3346 | -0.80 | |
| 0.0140 | 0.06 |
Estimation Period:
Mar 22, 2012 to Feb 6, 2026
Mar 22, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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