Capital Ltd EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.84% (+0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2349 | 15.14 | |
| 0.2112 | 20.87 | |
| 0.8926 | 110.31 | |
| -0.0335 | -2.90 |
Estimation Period:
Jun 7, 2010 to Feb 6, 2026
Jun 7, 2010 to Feb 6, 2026
News Impact Curve
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