HMC Capital Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.77% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0445 | 4.17 | |
| 0.1332 | 1.86 | |
| 0.0000 | 0.00 | |
| -0.4128 | -0.17 | |
| -0.7217 | -0.22 | |
| 4.4860 | 1.99 | |
| -7.0752 | -2.37 | |
| 8.2463 | 2.49 | |
| -7.0480 | -2.69 | |
| 2.4189 | 1.42 |
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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