Capital One Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8373 | 6.05 | |
| 0.0968 | 7.29 | |
| 0.8386 | 41.90 | |
| -0.0179 | -0.22 | |
| 0.0313 | 0.25 | |
| -0.1674 | -1.80 | |
| 0.4396 | 4.55 | |
| -0.5603 | -5.42 | |
| 0.4088 | 3.38 | |
| -0.1622 | -1.16 | |
| 0.0821 | 0.70 | |
| -0.1131 | -1.47 | |
| 0.0754 | 1.61 |
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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