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HSBC Bank Malta PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:23.02% (+2.21%)
Analysis last updated: Sunday, February 15, 2026 at 02:23 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HSBC Bank Malta PLC S0GARCH
paramt-stat
ω1.05676.22
α0.23447.85
β0.538310.12
γ1-0.0292-0.22
γ20.08670.41
γ3-0.0375-0.25
γ4-0.2160-1.66
γ50.59973.64
γ6-0.7590-3.63
γ70.55283.31
γ8-0.3636-3.39
γ90.24312.54
Estimation Period:
Jan 4, 2000 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts