HMC Capital Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:54.34% (-6.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6639 | 16.81 | |
| 0.1312 | 12.41 | |
| 0.7416 | 77.59 | |
| 0.1217 | 3.97 |
Estimation Period:
Oct 14, 2019 to Feb 6, 2026
Oct 14, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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