Castellum Ab GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.36% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0325 | 12.75 | |
| 0.0613 | 26.80 | |
| 0.9333 | 411.88 |
Estimation Period:
Oct 11, 2007 to Feb 6, 2026
Oct 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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