Capral Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.80% (-2.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1265 | 4.00 | |
| 0.1494 | 3.50 | |
| 0.4096 | 2.61 | |
| 0.1019 | 0.05 | |
| -0.6486 | -0.20 | |
| 2.4101 | 0.95 | |
| -5.3149 | -2.81 | |
| 6.3727 | 3.56 | |
| -4.5649 | -2.47 | |
| 2.3378 | 1.55 | |
| -0.3370 | -0.26 | |
| -0.5548 | -0.35 | |
| -0.0256 | -0.01 |
Estimation Period:
Dec 4, 2017 to Feb 6, 2026
Dec 4, 2017 to Feb 6, 2026
News Impact Curve
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