HSBC Bank Malta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.73% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7760 | 15.03 | |
| 0.2659 | 7.98 | |
| 0.5446 | 28.02 | |
| -0.0563 | -1.17 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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