Capral Ltd AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.79% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0909 | 11.14 | |
| 0.0813 | 35.21 | |
| 0.9087 | 399.27 | |
| 0.6160 | 9.10 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities