Capital Futures Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.13% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2825 | 8.13 | |
| 0.2005 | 4.18 | |
| 0.5211 | 7.35 | |
| -0.1192 | -0.70 | |
| 0.4457 | 1.42 | |
| -0.4322 | -1.09 | |
| 0.1241 | 0.27 | |
| 0.0747 | 0.17 | |
| -0.2851 | -0.72 | |
| 0.3188 | 0.99 | |
| -0.2297 | -0.60 | |
| 0.4705 | 1.03 | |
| -1.3383 | -2.53 |
Estimation Period:
May 15, 2008 to Feb 6, 2026
May 15, 2008 to Feb 6, 2026
News Impact Curve
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