HgCapital Trust PLC/Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:51.72% (-6.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.1024 | 18.72 | |
| 0.7643 | 74.87 | |
| 0.0927 | 10.57 | |
| 0.0083 | 3.53 | |
| 0.0253 | 4.71 | |
| 0.9707 | 154.65 |
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Jan 2, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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