Capital Environment Holdings Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.01% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8669 | 4.20 | |
| 0.2058 | 5.79 | |
| 0.5956 | 13.48 | |
| -0.3684 | -1.55 | |
| 0.3909 | 1.16 | |
| 0.1285 | 0.59 | |
| -0.4145 | -1.67 | |
| 0.4575 | 2.30 | |
| -0.1788 | -1.18 | |
| -0.1069 | -0.59 | |
| 0.2504 | 1.39 | |
| -0.6369 | -1.97 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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