Capitania Securities II Fund GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.19% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0138 | 6.82 | |
| 0.1077 | 19.45 | |
| 0.8846 | 160.87 |
Estimation Period:
Sep 2, 2015 to Feb 6, 2026
Sep 2, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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