Capital Securities Corp Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.35% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1423 | 8.43 | |
| 0.2017 | 10.76 | |
| 0.9326 | 159.20 | |
| 0.0764 | 5.40 |
Estimation Period:
Dec 22, 2022 to Feb 6, 2026
Dec 22, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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