Capital Trust Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:49.88% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1290 | 25.94 | |
| 0.7875 | 109.09 | |
| 0.0606 | 7.63 | |
| 15.2177 | 42.84 |
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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