V-Lab
BOC Hong Kong Holdings Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:27.86% (-0.92%)
Analysis last updated: Thursday, April 18, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0365 | 13.58 | |
| 0.0459 | 16.25 | |
| 0.9256 | 317.19 | |
| 0.0317 | 5.74 |
Estimation Period:
Jul 25, 2002 to Apr 12, 2024
Jul 25, 2002 to Apr 12, 2024
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