A Capital Holding GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:38.89% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6525 | 18.22 | |
| 0.8400 | 13.48 | |
| 0.1600 | 8.04 |
Estimation Period:
May 26, 2023 to Feb 5, 2026
May 26, 2023 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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