HSBC Holdings PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:27.13% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7576 | 3.41 | |
| 0.0646 | 7.02 | |
| 0.9061 | 67.98 | |
| 0.0256 | 0.26 | |
| -0.1074 | -0.80 | |
| 0.0091 | 0.12 | |
| 0.3304 | 4.31 | |
| -0.4864 | -5.83 | |
| 0.3161 | 3.71 | |
| -0.1158 | -1.49 | |
| 0.1057 | 1.53 | |
| -0.1604 | -1.95 | |
| 0.1073 | 1.58 |
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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