HBL Investment Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.45% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4004 | 6.82 | |
| 0.0934 | 9.90 | |
| 0.8840 | 116.36 | |
| -0.0101 | -0.68 |
Estimation Period:
Jan 7, 2005 to Feb 6, 2026
Jan 7, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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