Capital Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:31.06% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7829 | 13.15 | |
| 0.1408 | 17.56 | |
| 0.7487 | 56.43 | |
| 0.2288 | 2.17 |
Estimation Period:
Jun 7, 2010 to Feb 13, 2026
Jun 7, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other AGARCH Analyses on International Equities