Capral Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.01% (-2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1015 | 3.98 | |
| 0.1491 | 3.49 | |
| 0.4115 | 2.62 | |
| -0.0340 | -0.02 | |
| -0.4485 | -0.14 | |
| 2.2890 | 0.90 | |
| -5.1999 | -2.74 | |
| 6.2622 | 3.50 | |
| -4.4707 | -2.43 | |
| 2.2619 | 1.51 | |
| -0.2662 | -0.22 | |
| -0.6566 | -0.57 | |
| 0.2110 | 0.23 |
Estimation Period:
Dec 4, 2017 to Feb 6, 2026
Dec 4, 2017 to Feb 6, 2026
News Impact Curve
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