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V-Lab

HSBC Bank Malta PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:21.89% (-4.56%)
Analysis last updated: Saturday, February 21, 2026 at 11:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HSBC Bank Malta PLC SGARCH
paramt-stat
ω1.04726.09
α0.23628.05
β0.545410.67
γ1-0.0451-0.35
γ20.11200.52
γ3-0.0519-0.34
γ4-0.2088-1.59
γ50.59653.60
γ6-0.7528-3.55
γ70.52802.98
γ8-0.2903-1.75
γ90.01960.07
Estimation Period:
Jan 4, 2000 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts