Capital Futures Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.55% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0410 | 17.44 | |
| 0.1718 | 20.60 | |
| 0.9614 | 353.71 | |
| 0.0231 | 2.24 |
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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