Capitania Securities II Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.42% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0087 | 4.69 | |
| 0.1251 | 21.85 | |
| 0.8700 | 157.99 | |
| -0.2240 | -6.86 |
Estimation Period:
Sep 2, 2015 to Jan 30, 2026
Sep 2, 2015 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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