HSBC Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.81% (+2.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3584 | 5.37 | |
| 0.0568 | 6.95 | |
| 0.9248 | 82.82 | |
| 0.1163 | 4.13 | |
| -0.2346 | -5.62 | |
| 0.2242 | 7.72 | |
| -0.1662 | -4.85 | |
| 0.0875 | 2.42 | |
| -0.0220 | -0.67 | |
| -0.0405 | -0.72 |
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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