HSBC Holdings PLC MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:25.80% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0293 | 12.66 | |
| 0.8905 | 222.29 | |
| 0.0773 | 19.59 | |
| 0.0098 | 5.32 | |
| 0.0437 | 5.52 | |
| 0.9531 | 109.86 |
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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