Cap-XX Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.21% (+6.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6966 | 2.41 | |
| 0.2334 | 5.21 | |
| 0.5832 | 8.95 | |
| 0.4568 | 0.79 | |
| -0.9122 | -1.16 | |
| 0.9673 | 2.00 | |
| -1.1175 | -1.77 | |
| 0.9401 | 1.56 | |
| -0.2913 | -0.64 | |
| -0.5060 | -1.22 | |
| 1.3838 | 3.76 | |
| -1.6727 | -4.67 | |
| 0.7861 | 1.37 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
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