Capri Global Capital Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.19% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0815 | 4.17 | |
| 0.2166 | 4.64 | |
| 0.4888 | 4.17 | |
| 0.3207 | 1.92 | |
| -0.4103 | -1.67 | |
| 0.1769 | 1.11 | |
| -0.1932 | -1.31 | |
| 0.2018 | 1.40 | |
| -0.2975 | -1.93 | |
| 0.6183 | 3.69 | |
| -1.1489 | -4.51 |
Estimation Period:
Sep 29, 2008 to Feb 13, 2026
Sep 29, 2008 to Feb 13, 2026
News Impact Curve
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