Cap-XX Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:83.97% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6922 | 2.35 | |
| 0.2319 | 5.21 | |
| 0.5894 | 9.12 | |
| 0.4321 | 0.73 | |
| -0.8700 | -1.09 | |
| 0.9379 | 1.90 | |
| -1.0971 | -1.71 | |
| 0.9207 | 1.51 | |
| -0.2655 | -0.58 | |
| -0.5451 | -1.31 | |
| 1.4428 | 3.91 | |
| -1.7655 | -5.50 | |
| 1.0387 | 4.21 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
News Impact Curve
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