Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.78% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 91 | ||
| 0.1505 | 11.37 | |
| 0.6514 | 26.79 | |
| 0.0254 | 1.51 | |
| 0.8020 | 0.45 | |
| 0.1728 | 0.46 | |
| 0.7139 | 1.13 |
Estimation Period:
Jun 7, 2010 to Feb 6, 2026
Jun 7, 2010 to Feb 6, 2026
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