CaliberCos Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:130.50% (+14.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6776 | 3.52 | |
| 0.3428 | 2.82 | |
| 0.0999 | 0.85 | |
| 34.6873 | 2.55 | |
| -47.1186 | -2.43 | |
| 21.3299 | 1.57 | |
| -11.2576 | -0.85 | |
| 6.0667 | 0.42 | |
| -11.9616 | -0.73 | |
| 15.2719 | 0.95 | |
| 6.9596 | 0.36 | |
| -57.8230 | -1.88 | |
| 91.2834 | 2.39 |
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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