V-Lab: HSBC Bank Malta PLC APARCH Volatility Analysis

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V-Lab

HSBC Bank Malta PLC APARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:26.25% (-3.61%)

Analysis last updated: Friday, May 17, 2024 at 11:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4895	11.63
$α$	0.2245	18.98
$β$	0.6353	32.17
$γ$	-0.0857	-2.62
$δ$	1.5483	14.30

Estimation Period:
Jan 4, 2000 to May 10, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts