HgCapital Trust PLC/Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:83.07% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0389 | 13.23 | |
| 0.0689 | 18.54 | |
| 0.8757 | 237.89 | |
| 0.0924 | 9.29 |
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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