CaliberCos Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:102.68% (+19.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6528 | 3.56 | |
| 0.3379 | 2.83 | |
| 0.0771 | 0.72 | |
| 34.1231 | 2.54 | |
| -46.2395 | -2.42 | |
| 20.8366 | 1.57 | |
| -11.1202 | -0.86 | |
| 6.2482 | 0.44 | |
| -12.3758 | -0.77 | |
| 16.5454 | 1.08 | |
| 2.9748 | 0.17 | |
| -45.2849 | -1.82 | |
| 52.9001 | 2.55 |
Estimation Period:
May 17, 2023 to Feb 6, 2026
May 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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