Capitania Securities II Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.85% (+0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 7.05 | |
| 0.1705 | 10.44 | |
| 0.8699 | 132.53 | |
| -0.0825 | -3.68 |
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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