Capri Global Capital Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.99% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1707 | 17.67 | |
| 0.4047 | 15.67 | |
| 0.1413 | 5.93 | |
| 0.9178 | 0.78 | |
| 0.0915 | 0.80 | |
| 0.8237 | 3.77 |
Estimation Period:
Sep 29, 2008 to Feb 6, 2026
Sep 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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