HSBC Holdings PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.06% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 15.31 | |
| 0.0309 | 16.36 | |
| 0.9441 | 662.51 | |
| 0.0433 | 11.63 |
Estimation Period:
Dec 27, 1994 to Feb 6, 2026
Dec 27, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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