Capital Futures Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.95% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1266 | 14.53 | |
| 0.1609 | 17.95 | |
| 0.7684 | 76.66 | |
| -0.1176 | -1.75 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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