V-Lab: HSBC Bank Malta PLC Asy. Power MEM Volatility Analysis

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V-Lab

HSBC Bank Malta PLC Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, May 15th, 2024:36.64% (-1.10%)

Analysis last updated: Wednesday, May 15, 2024 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0638	9.64
$α$	0.0563	19.39
$β$	0.9225	280.66
$γ$	-0.0130	-0.73
$δ$	2.1300	22.27

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts