Hb Portfolio Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.47% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2627 | 8.56 | |
| 0.0650 | 14.47 | |
| 0.9159 | 208.21 | |
| 0.0002 | 0.03 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hb Portfolio Ltd Analyses
Other GJR-GARCH Analyses on International Equities