HMC Capital Limited EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.88% (+10.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4701 | 9.77 | |
| 0.3947 | 12.97 | |
| 0.8036 | 43.26 | |
| -0.1420 | -4.46 |
Estimation Period:
Feb 21, 2022 to Feb 6, 2026
Feb 21, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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