HSBC Bank Malta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:26.94% (-4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7730 | 15.06 | |
| 0.2650 | 7.99 | |
| 0.5458 | 28.20 | |
| -0.0558 | -1.16 |
Estimation Period:
Jan 4, 2000 to Feb 20, 2026
Jan 4, 2000 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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