HSBC Holdings PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.05% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0308 | 13.29 | |
| 0.8875 | 136.45 | |
| 0.0704 | 18.41 | |
| 0.0052 | 5.49 | |
| 0.0207 | 5.72 | |
| 0.9775 | 245.92 |
Estimation Period:
Jul 9, 1992 to Feb 6, 2026
Jul 9, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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