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V-Lab

HSBC Bank Malta PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.63% (-0.01%)
Analysis last updated: Sunday, February 8, 2026 at 01:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HSBC Bank Malta PLC SGARCH
paramt-stat
ω1.04756.10
α0.23648.04
β0.545010.64
γ1-0.0446-0.34
γ20.11050.51
γ3-0.0484-0.31
γ4-0.2153-1.63
γ50.60393.63
γ6-0.7570-3.58
γ70.52793.01
γ8-0.2869-1.74
γ90.01160.04
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts