Cape Industrial Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.85% (-1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9351 | 3.99 | |
| 0.1108 | 6.40 | |
| 0.8145 | 31.54 | |
| -0.4095 | -2.71 | |
| 0.6129 | 2.89 | |
| -0.1482 | -0.87 | |
| -0.2169 | -1.10 | |
| 0.2986 | 1.69 | |
| -0.2931 | -1.83 | |
| 0.3215 | 1.93 | |
| -0.0911 | -0.49 |
Estimation Period:
May 29, 2007 to Feb 13, 2026
May 29, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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