HBL Investment Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:42.85% (-4.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1292 | 3.41 | |
| 0.2221 | 5.52 | |
| 0.6008 | 12.30 | |
| 0.2319 | 0.99 | |
| -0.0750 | -0.21 | |
| -0.4608 | -2.07 | |
| 0.4416 | 2.28 | |
| -0.2082 | -0.98 | |
| 0.3886 | 1.92 | |
| -0.6089 | -2.82 | |
| 0.3785 | 1.83 | |
| -0.2370 | -1.34 | |
| 0.2568 | 2.07 |
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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