Hercules Investments Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:35.91% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3155 | 6.40 | |
| 0.1963 | 5.18 | |
| 0.4043 | 4.83 | |
| -0.1569 | -0.88 | |
| 0.1925 | 0.70 | |
| 0.1237 | 0.66 | |
| -0.3817 | -2.45 | |
| 0.4446 | 3.01 | |
| -0.3049 | -1.87 | |
| -0.0060 | -0.03 | |
| 0.2883 | 1.47 | |
| -0.5516 | -1.76 |
Estimation Period:
Oct 15, 2007 to Dec 26, 2025
Oct 15, 2007 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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