Skip to main content
V-Lab

HSBC Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.45% (-0.27%)
Analysis last updated: Thursday, February 12, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of HSBC Holdings PLC S0GARCH
paramt-stat
ω1.33235.24
α0.05646.95
β0.925983.86
γ10.11083.87
γ2-0.2261-5.32
γ30.21927.38
γ4-0.1638-4.66
γ50.08942.43
γ6-0.0337-1.14
γ7-0.0012-0.06
Estimation Period:
Jul 9, 1992 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts