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

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V-Lab

HSBC Bank Malta PLC Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, May 17th, 2024:23.92% (-4.80%)

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
$ω$	0.8637	5.21
$α$	0.2207	7.83
$β$	0.5467	9.05
$γ_{1}$	-0.2739	-1.22
$γ_{2}$	0.4315	1.24
$γ_{3}$	-0.1428	-0.65
$γ_{4}$	-0.0991	-0.49
$γ_{5}$	-0.0567	-0.28
$γ_{6}$	0.6791	2.85
$γ_{7}$	-1.0631	-4.04
$γ_{8}$	0.7911	3.94
$γ_{9}$	-0.4144	-1.74
$γ_{10}$	0.0180	0.06

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

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