Capital Securities Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.11% (+3.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0622 | 3.82 | |
| 0.1195 | 7.31 | |
| 0.7922 | 28.74 | |
| -0.0457 | -1.43 | |
| 0.1172 | 2.81 | |
| -0.1383 | -5.96 | |
| 0.1026 | 3.76 | |
| -0.0144 | -0.41 | |
| -0.0441 | -0.89 |
Estimation Period:
Jan 20, 1998 to Feb 6, 2026
Jan 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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