Consolidated Water Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.01% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9748 | 5.79 | |
| 0.1442 | 7.47 | |
| 0.7354 | 20.01 | |
| -0.0031 | -0.06 | |
| 0.0288 | 0.33 | |
| 0.0726 | 1.03 | |
| -0.2534 | -3.56 | |
| 0.2481 | 4.02 | |
| -0.1513 | -2.47 | |
| 0.1283 | 1.93 | |
| -0.0869 | -1.26 | |
| -0.0898 | -0.78 |
Estimation Period:
May 17, 1995 to Feb 6, 2026
May 17, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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