Capital Securities Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:26.97% (-1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1181 | 21.36 | |
| 0.7312 | 63.03 | |
| 0.0324 | 4.32 | |
| 0.0090 | 2.94 | |
| 0.0192 | 5.82 | |
| 0.9783 | 262.35 |
Estimation Period:
Jan 20, 1998 to Jan 30, 2026
Jan 20, 1998 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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