Capital Estate Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.22% (+8.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4773 | 4.24 | |
| 0.1326 | 5.70 | |
| 0.7761 | 18.83 | |
| 0.8975 | 3.25 | |
| -1.4001 | -3.29 | |
| 1.1039 | 3.64 | |
| -0.9532 | -3.26 | |
| 0.4586 | 1.49 | |
| 0.0503 | 0.17 | |
| -0.4315 | -1.59 | |
| 0.6153 | 1.81 | |
| -1.2196 | -1.97 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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