Capital Futures Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.90% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1119 | 14.08 | |
| 0.1712 | 12.11 | |
| 0.7938 | 79.71 | |
| -0.0522 | -2.74 |
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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