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V-Lab

Cape Industrial Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.45% (-2.77%)
Analysis last updated: Friday, February 13, 2026 at 10:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cape Industrial Ltd S0GARCH
paramt-stat
ω0.93873.94
α0.11066.46
β0.818332.60
γ1-0.4055-2.65
γ20.60512.81
γ3-0.1405-0.81
γ4-0.2269-1.13
γ50.31701.78
γ6-0.3336-2.12
γ70.41662.73
γ8-0.3473-3.21
Estimation Period:
May 29, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts