V-Lab
HSBC Bank Malta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:24.04% (-2.45%)
Analysis last updated: Saturday, May 4, 2024 at 10:16 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7435 | 13.29 | |
| 0.2642 | 7.21 | |
| 0.5567 | 25.87 | |
| -0.0618 | -1.18 |
Estimation Period:
Jan 4, 2000 to May 3, 2024
Jan 4, 2000 to May 3, 2024
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