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

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V-Lab

HSBC Bank Malta PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:20.52% (-2.50%)

Analysis last updated: Saturday, May 4, 2024 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8633	5.20
$α$	0.2208	7.83
$β$	0.5469	9.05
$γ_{1}$	-0.2741	-1.22
$γ_{2}$	0.4319	1.24
$γ_{3}$	-0.1429	-0.65
$γ_{4}$	-0.0989	-0.49
$γ_{5}$	-0.0572	-0.28
$γ_{6}$	0.6803	2.85
$γ_{7}$	-1.0653	-4.05
$γ_{8}$	0.7946	3.96
$γ_{9}$	-0.4211	-1.76
$γ_{10}$	0.0408	0.13

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

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