HMC Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:66.60% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8410 | 12.77 | |
| 0.1303 | 9.54 | |
| 0.5677 | 22.25 | |
| 0.3349 | 4.00 |
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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