HSBC Bank Malta PLC AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:20.63% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7748 | 16.02 | |
| 0.2525 | 20.88 | |
| 0.5310 | 28.17 | |
| -0.2596 | -2.45 |
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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