V-Lab
Hong Kong & China Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 18th, 2024:26.82% (-1.54%)
Analysis last updated: Thursday, April 18, 2024 at 10:49 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.81 | |
| 0.0924 | 28.52 | |
| 0.8861 | 318.52 | |
| 0.0381 | 4.48 |
Estimation Period:
Jan 1, 1990 to Apr 12, 2024
Jan 1, 1990 to Apr 12, 2024
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