HgCapital Trust PLC/Fund AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.07% (-5.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0323 | 10.02 | |
| 0.1135 | 30.22 | |
| 0.8739 | 217.49 | |
| 0.2876 | 10.07 |
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Jan 2, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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