Capital Trust Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:45.95% (-2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0325 | 6.55 | |
| 0.1719 | 8.54 | |
| 0.7291 | 22.58 | |
| -0.1882 | -1.13 | |
| 0.6397 | 2.38 | |
| -0.9799 | -4.40 | |
| 0.8866 | 4.32 | |
| -0.4169 | -2.02 | |
| -0.0477 | -0.20 | |
| 0.1910 | 0.70 | |
| -0.2400 | -0.75 |
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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