HSBC Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.74% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8020 | 3.66 | |
| 0.0656 | 7.04 | |
| 0.9039 | 66.89 | |
| 0.0585 | 0.60 | |
| -0.1555 | -1.20 | |
| 0.0299 | 0.40 | |
| 0.3286 | 4.36 | |
| -0.5007 | -6.07 | |
| 0.3397 | 4.03 | |
| -0.1419 | -1.84 | |
| 0.1367 | 1.93 | |
| -0.2126 | -2.24 | |
| 0.2232 | 1.54 |
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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