Capitania Securities II Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.91% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.1640 | 13.09 | |
| 0.7597 | 77.01 | |
| -0.1028 | -6.55 | |
| 0.1519 | 0.55 | |
| 0.7639 | 0.47 | |
| 0.0000 | 0.00 |
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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