Capital Trust Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.48% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0406 | 6.67 | |
| 0.1714 | 8.43 | |
| 0.7280 | 22.29 | |
| -0.1736 | -1.05 | |
| 0.6166 | 2.32 | |
| -0.9669 | -4.39 | |
| 0.8826 | 4.33 | |
| -0.4254 | -2.09 | |
| -0.0196 | -0.08 | |
| 0.1215 | 0.49 | |
| -0.0349 | -0.20 |
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Oct 28, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capital Trust Ltd Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities