California Water Service Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.99% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1205 | 7.32 | |
| 0.0862 | 8.32 | |
| 0.8607 | 50.02 | |
| -0.2147 | -4.29 | |
| 0.4384 | 5.90 | |
| -0.3880 | -8.63 | |
| 0.2673 | 5.90 | |
| -0.1782 | -3.96 | |
| 0.0913 | 2.33 | |
| 0.0314 | 0.80 | |
| -0.0963 | -2.33 | |
| 0.0745 | 1.61 | |
| -0.0336 | -1.04 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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