HSBC Holdings PLC GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.32% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0124 | 16.07 | |
| 0.0560 | 35.17 | |
| 0.9418 | 632.94 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other HSBC Holdings PLC Analyses
Other GARCH Analyses on Depositary Receipts