HgCapital Trust PLC/Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:72.87% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9191 | 5.29 | |
| 0.1458 | 6.68 | |
| 0.7826 | 26.47 | |
| -0.2448 | -2.25 | |
| 0.3116 | 1.77 | |
| 0.0121 | 0.09 | |
| -0.1543 | -1.18 | |
| 0.2252 | 1.75 | |
| -0.3423 | -3.04 | |
| 0.2339 | 1.56 |
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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