HSBC Bank Malta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.76% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7799 | 14.99 | |
| 0.2652 | 7.96 | |
| 0.5437 | 27.83 | |
| -0.0558 | -1.16 |
Estimation Period:
Jan 4, 2000 to Jan 30, 2026
Jan 4, 2000 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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