Capital Trust Ltd AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.95% (-3.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0010 | 20.75 | |
| 0.1676 | 30.80 | |
| 0.7582 | 102.51 | |
| 0.3008 | 5.31 |
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Oct 28, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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