HSBC Bank Malta PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.63% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0475 | 6.10 | |
| 0.2364 | 8.04 | |
| 0.5450 | 10.64 | |
| -0.0446 | -0.34 | |
| 0.1105 | 0.51 | |
| -0.0484 | -0.31 | |
| -0.2153 | -1.63 | |
| 0.6039 | 3.63 | |
| -0.7570 | -3.58 | |
| 0.5279 | 3.01 | |
| -0.2869 | -1.74 | |
| 0.0116 | 0.04 |
Estimation Period:
Jan 4, 2000 to Feb 6, 2026
Jan 4, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other HSBC Bank Malta PLC Analyses
Other Spline-GARCH Analyses on International Equities