V-Lab: HSBC Bank Malta PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HSBC Bank Malta PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:24.24% (-2.16%)

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
$ω$	0.8832	5.32
$α$	0.2200	7.79
$β$	0.5477	8.99
$γ_{1}$	-0.2447	-1.09
$γ_{2}$	0.3867	1.11
$γ_{3}$	-0.1165	-0.53
$γ_{4}$	-0.1170	-0.58
$γ_{5}$	-0.0447	-0.22
$γ_{6}$	0.6756	2.82
$γ_{7}$	-1.0765	-4.07
$γ_{8}$	0.8361	4.27
$γ_{9}$	-0.5289	-2.63
$γ_{10}$	0.3313	2.27

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

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