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V-Lab

Capital Futures Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.13% (+0.55%)
Analysis last updated: Sunday, February 8, 2026 at 03:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capital Futures Corp SGARCH
paramt-stat
ω2.28258.13
α0.20054.18
β0.52117.35
γ1-0.1192-0.70
γ20.44571.42
γ3-0.4322-1.09
γ40.12410.27
γ50.07470.17
γ6-0.2851-0.72
γ70.31880.99
γ8-0.2297-0.60
γ90.47051.03
γ10-1.3383-2.53
Estimation Period:
May 15, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts