Capitol Federal Financial Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.80% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7386 | 3.72 | |
| 0.1329 | 7.62 | |
| 0.7598 | 25.89 | |
| -0.1299 | -1.21 | |
| 0.0972 | 0.62 | |
| 0.2053 | 2.34 | |
| -0.4273 | -6.80 | |
| 0.4427 | 7.44 | |
| -0.2255 | -4.10 | |
| 0.0648 | 1.20 | |
| -0.0284 | -0.39 | |
| -0.0911 | -0.73 |
Estimation Period:
Apr 2, 1999 to Feb 6, 2026
Apr 2, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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