HBL Investment Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.63% (-5.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2883 | 3.50 | |
| 0.2247 | 5.33 | |
| 0.5926 | 11.74 | |
| 0.3686 | 2.54 | |
| -0.4773 | -2.16 | |
| 0.0356 | 0.24 | |
| 0.1368 | 1.07 | |
| 0.1039 | 1.00 | |
| -0.3909 | -3.46 | |
| 0.3237 | 2.46 | |
| -0.3428 | -2.30 |
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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