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Capricorn Energy PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.68% (-1.54%)
Analysis last updated: Sunday, February 8, 2026 at 03:41 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capricorn Energy PLC SGARCH
paramt-stat
ω0.47562.79
α0.14205.98
β0.775826.87
γ1-0.2289-2.47
γ20.37242.88
γ3-0.2525-3.57
γ40.15652.60
γ5-0.0559-1.09
γ6-0.0271-0.47
γ70.10631.65
γ8-0.1180-1.88
γ90.06470.79
γ10-0.0082-0.06
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts