Capital Securities Corp Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:21.60% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0154 | 5.39 | |
| 0.1065 | 2.56 | |
| 0.7138 | 7.66 | |
| 0.3012 | 0.36 | |
| -1.2080 | -1.02 | |
| 1.5822 | 2.89 |
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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