Capital Futures Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.44% (+0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8103 | 6.92 | |
| 0.1924 | 3.88 | |
| 0.5598 | 7.88 | |
| 0.2091 | 1.87 | |
| -0.2073 | -1.14 | |
| 0.0206 | 0.16 | |
| -0.0893 | -0.80 | |
| 0.1496 | 1.34 | |
| -0.1213 | -1.38 |
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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