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Hammond MFG Ltd -CL A Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:39.76% (+3.05%)
Analysis last updated: Wednesday, February 11, 2026 at 02:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hammond MFG Ltd  -CL A S0GARCH
paramt-stat
ω0.83816.65
α0.20709.37
β0.43298.38
γ1-0.1784-3.40
γ20.23263.08
γ3-0.0190-0.46
γ4-0.1396-4.32
γ50.25126.77
γ6-0.3000-6.82
γ70.24795.32
γ8-0.1535-3.32
γ90.11622.31
γ10-0.0743-1.91
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts