A Capital Holding Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.04% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4222 | 2.87 | |
| 0.5013 | 2.56 | |
| 0.1385 | 1.02 | |
| 16.5827 | 0.97 | |
| -21.4940 | -0.69 | |
| 11.8212 | 0.48 | |
| -28.2370 | -1.80 | |
| 55.3271 | 4.90 | |
| -74.6206 | -6.15 | |
| 78.3523 | 5.31 | |
| -64.0669 | -3.88 | |
| 53.0388 | 2.52 | |
| -75.9135 | -2.56 |
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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