Capital Securities Corp Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.65% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0325 | 3.19 | |
| 0.9736 | 105.29 | |
| -0.0123 | -1.39 | |
| 10.0000 | 0.08 | |
| 0.2852 | 0.08 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 2022 to Jan 30, 2026
Dec 22, 2022 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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