V-Lab: HSBC Bank Malta PLC GAS-GARCH Student T Volatility Analysis

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V-Lab

HSBC Bank Malta PLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:162.67% (-39.43%)

Analysis last updated: Saturday, May 4, 2024 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	237.5797	4.93
$α$	0.1583	26.62
$β$	0.9076	46.81
$ν$	2	2746.75

Estimation Period:
Jan 4, 2000 to May 3, 2024