HSBC Bank Malta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.03% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7737 | 15.06 | |
| 0.2661 | 8.00 | |
| 0.5452 | 28.14 | |
| -0.0565 | -1.17 |
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Jan 4, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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