Capri Global Capital Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:42.84% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9662 | 4.38 | |
| 0.2337 | 5.16 | |
| 0.4359 | 4.33 | |
| 0.2333 | 2.01 | |
| -0.2913 | -1.72 | |
| 0.0926 | 0.86 | |
| -0.0583 | -0.58 | |
| -0.0389 | -0.35 | |
| 0.2009 | 1.91 | |
| -0.2036 | -2.39 |
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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