Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.12% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2824 | 5.06 | |
| 0.1695 | 3.80 | |
| 0.5810 | 5.89 | |
| 1.1758 | 2.76 | |
| -2.1771 | -3.10 | |
| 2.0257 | 4.02 | |
| -2.0147 | -4.80 | |
| 1.8681 | 4.10 | |
| -1.5876 | -3.28 | |
| 1.1276 | 2.84 | |
| -0.6809 | -2.07 | |
| 0.5441 | 1.73 | |
| -0.4118 | -1.71 |
Estimation Period:
Jun 7, 2010 to Feb 6, 2026
Jun 7, 2010 to Feb 6, 2026
News Impact Curve
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