Capital One Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:35.96% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0010 | 4.68 | |
| 0.0665 | 59.59 | |
| 0.9955 | 1,068.12 | |
| 5.1934 | 17.14 |
Estimation Period:
Nov 16, 1994 to Feb 6, 2026
Nov 16, 1994 to Feb 6, 2026
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