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V-Lab

Capital Trust Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.95% (-2.48%)
Analysis last updated: Saturday, February 7, 2026 at 11:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Capital Trust Ltd SGARCH
paramt-stat
ω1.03256.55
α0.17198.54
β0.729122.58
γ1-0.1882-1.13
γ20.63972.38
γ3-0.9799-4.40
γ40.88664.32
γ5-0.4169-2.02
γ6-0.0477-0.20
γ70.19100.70
γ8-0.2400-0.75
Estimation Period:
Oct 28, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts