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V-Lab

Capital Trust Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.48% (-2.29%)
Analysis last updated: Saturday, February 7, 2026 at 11:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capital Trust Ltd S0GARCH
paramt-stat
ω1.04066.67
α0.17148.43
β0.728022.29
γ1-0.1736-1.05
γ20.61662.32
γ3-0.9669-4.39
γ40.88264.33
γ5-0.4254-2.09
γ6-0.0196-0.08
γ70.12150.49
γ8-0.0349-0.20
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts