Hb Portfolio Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.50% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8291 | 5.80 | |
| 0.0844 | 5.16 | |
| 0.8603 | 27.13 | |
| -0.0180 | -0.05 | |
| 0.0704 | 0.14 | |
| 0.0819 | 0.25 | |
| -0.8466 | -2.03 | |
| 1.7823 | 3.70 | |
| -1.6470 | -4.34 | |
| 0.4309 | 1.22 | |
| 0.3712 | 0.94 | |
| -0.3291 | -0.78 | |
| 0.1643 | 0.49 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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