HMC Capital Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:52.05% (-7.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 9.4054 | 5.77 | |
| 0.1242 | 22.07 | |
| 0.9445 | 98.76 | |
| 3.5503 | 10.11 |
Estimation Period:
Oct 14, 2019 to Feb 6, 2026
Oct 14, 2019 to Feb 6, 2026
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