HSBC Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.45% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3323 | 5.24 | |
| 0.0564 | 6.95 | |
| 0.9259 | 83.86 | |
| 0.1108 | 3.87 | |
| -0.2261 | -5.32 | |
| 0.2192 | 7.38 | |
| -0.1638 | -4.66 | |
| 0.0894 | 2.43 | |
| -0.0337 | -1.14 | |
| -0.0012 | -0.06 |
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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