Capital Trust Ltd GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.25% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9047 | 18.63 | |
| 0.1567 | 28.49 | |
| 0.7784 | 103.14 |
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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