Capitania Securities II Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.33% (+6.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 12.3613 | 5.90 | |
| 0.1209 | 90.85 | |
| 0.9924 | 833.98 | |
| 2.0706 | 1,490.71 |
Estimation Period:
Sep 2, 2015 to Feb 6, 2026
Sep 2, 2015 to Feb 6, 2026
Other Capitania Securities II Fund Analyses
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