Cape Industrial Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.45% (-2.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9387 | 3.94 | |
| 0.1106 | 6.46 | |
| 0.8183 | 32.60 | |
| -0.4055 | -2.65 | |
| 0.6051 | 2.81 | |
| -0.1405 | -0.81 | |
| -0.2269 | -1.13 | |
| 0.3170 | 1.78 | |
| -0.3336 | -2.12 | |
| 0.4166 | 2.73 | |
| -0.3473 | -3.21 |
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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