HSBC Bank Malta PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:109.86% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 305.0162 | 4.46 | |
| 0.1434 | 31.27 | |
| 0.9337 | 60.04 | |
| 2.0039 | 4,015.93 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
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