HSBC Holdings PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.17% (+2.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.3393 | 6.34 | |
| 0.0581 | 73.02 | |
| 0.9971 | 2,511.68 | |
| 5.0399 | 25.14 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
Other HSBC Holdings PLC Analyses
Other GAS-GARCH Student T Analyses on Depositary Receipts