Cape Industrial Ltd EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.50% (-2.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1269 | 18.91 | |
| 0.2125 | 29.45 | |
| 0.9538 | 352.87 | |
| 0.0033 | 0.51 |
Estimation Period:
May 29, 2007 to Feb 6, 2026
May 29, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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