HSBC Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.35% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.5385 | 5.10 | |
| 0.0563 | 64.14 | |
| 0.9970 | 1,895.40 | |
| 5.2092 | 19.54 |
Estimation Period:
Jul 9, 1992 to Feb 6, 2026
Jul 9, 1992 to Feb 6, 2026
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