Skip to main content
V-Lab

Capital Gearing Trust PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.18% (-0.19%)
Analysis last updated: Thursday, February 12, 2026 at 12:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capital Gearing Trust PLC S0GARCH
paramt-stat
ω1.25344.06
α0.19166.59
β0.704617.77
γ1-0.3585-1.03
γ21.11022.18
γ3-1.2208-4.49
γ40.27951.23
γ50.35931.40
γ6-0.1701-0.55
γ70.02470.09
γ80.20430.77
γ9-0.7192-2.21
γ100.77213.20
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts