Capital Trust Ltd EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.97% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3219 | 23.11 | |
| 0.3202 | 33.38 | |
| 0.8766 | 159.94 | |
| -0.0150 | -1.54 |
Estimation Period:
Oct 28, 2010 to Feb 13, 2026
Oct 28, 2010 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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