HSBC Holdings PLC Adrhedged GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.56% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1767 | 3.05 | |
| 0.0000 | 0.00 | |
| 0.8709 | 20.37 | |
| 0.0677 | 3.07 |
Estimation Period:
Oct 7, 2024 to Feb 6, 2026
Oct 7, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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