Capital Gearing Trust PLC EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:5.00% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0093 | 4.89 | |
| 0.2113 | 31.75 | |
| 0.9722 | 491.74 | |
| -0.0384 | -4.33 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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