Hb Portfolio Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.67% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8237 | 5.77 | |
| 0.0839 | 5.19 | |
| 0.8608 | 27.14 | |
| -0.0263 | -0.08 | |
| 0.0767 | 0.15 | |
| 0.0939 | 0.29 | |
| -0.8743 | -2.08 | |
| 1.8224 | 3.73 | |
| -1.6901 | -4.40 | |
| 0.4707 | 1.32 | |
| 0.3251 | 0.77 | |
| -0.2440 | -0.46 | |
| -0.0538 | -0.07 |
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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