Capitania Securities II Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.64% (+1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 7.32 | |
| 0.2530 | 21.02 | |
| 0.9687 | 244.68 | |
| 0.0463 | 3.16 |
Estimation Period:
Sep 2, 2015 to Feb 6, 2026
Sep 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capitania Securities II Fund Analyses
Other EGARCH Analyses on Closed-end Funds