Capai PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:71.98% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1266 | 5.70 | |
| 0.1065 | 3.91 | |
| 0.7004 | 8.71 | |
| 2.1188 | 2.24 | |
| -1.9353 | -1.27 | |
| -0.6412 | -0.49 | |
| -0.2940 | -0.23 | |
| 3.4507 | 2.99 | |
| -6.1579 | -3.98 | |
| 6.8659 | 3.95 | |
| -9.0524 | -4.18 |
Estimation Period:
Mar 29, 2017 to Feb 6, 2026
Mar 29, 2017 to Feb 6, 2026
News Impact Curve
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