Capital One Financial Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.48% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 9.00 | |
| 0.1435 | 36.79 | |
| 0.9839 | 591.98 | |
| -0.0629 | -18.60 |
Estimation Period:
Nov 16, 1994 to Feb 6, 2026
Nov 16, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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