V-Lab: HSBC Bank Malta PLC Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

HSBC Bank Malta PLC Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:28.59% (-4.17%)

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
$ω$	0.8801	5.29
$α$	0.2201	7.81
$β$	0.5486	9.05
$γ_{1}$	-0.2483	-1.10
$γ_{2}$	0.3914	1.12
$γ_{3}$	-0.1181	-0.54
$γ_{4}$	-0.1161	-0.58
$γ_{5}$	-0.0455	-0.22
$γ_{6}$	0.6767	2.82
$γ_{7}$	-1.0779	-4.07
$γ_{8}$	0.8388	4.28
$γ_{9}$	-0.5344	-2.66
$γ_{10}$	0.3363	2.32

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

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