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V-Lab

Cape Industrial Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:67.85% (-1.91%)
Analysis last updated: Sunday, February 15, 2026 at 01:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cape Industrial Ltd SGARCH
paramt-stat
ω0.93513.99
α0.11086.40
β0.814531.54
γ1-0.4095-2.71
γ20.61292.89
γ3-0.1482-0.87
γ4-0.2169-1.10
γ50.29861.69
γ6-0.2931-1.83
γ70.32151.93
γ8-0.0911-0.49
Estimation Period:
May 29, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts