HBL Growth Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.38% (+2.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3312 | 5.66 | |
| 0.1372 | 6.65 | |
| 0.7717 | 23.67 | |
| 0.0160 | 0.41 | |
| -0.0386 | -0.62 | |
| 0.0539 | 1.20 | |
| -0.0714 | -1.84 | |
| 0.1244 | 3.57 | |
| -0.1612 | -3.88 | |
| 0.0992 | 2.45 |
Estimation Period:
Dec 18, 1992 to Feb 6, 2026
Dec 18, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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