Capital One Financial Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.36% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7994 | 5.89 | |
| 0.0970 | 7.20 | |
| 0.8374 | 41.03 | |
| -0.0493 | -0.62 | |
| 0.0866 | 0.72 | |
| -0.2131 | -2.33 | |
| 0.4807 | 4.99 | |
| -0.5971 | -5.81 | |
| 0.4402 | 3.69 | |
| -0.1862 | -1.36 | |
| 0.1037 | 0.89 | |
| -0.1445 | -1.73 | |
| 0.1429 | 1.55 |
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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