HBL Growth Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.49% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1710 | 4.49 | |
| 0.1480 | 6.79 | |
| 0.7424 | 21.92 | |
| -0.0671 | -0.67 | |
| 0.1301 | 0.93 | |
| -0.1564 | -2.20 | |
| 0.1987 | 2.92 | |
| -0.1735 | -2.11 | |
| 0.0597 | 0.60 | |
| 0.1343 | 1.13 | |
| -0.2225 | -1.28 | |
| 0.1192 | 0.65 | |
| -0.1912 | -1.23 |
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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