Caplin Point Laboratories MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.51% (-3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1587 | 12.38 | |
| 0.5974 | 19.71 | |
| 0.0252 | 1.01 | |
| 1.4600 | 0.37 | |
| 0.1941 | 0.39 | |
| 0.6589 | 0.72 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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