V-Lab: Hong Kong & China Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hong Kong & China Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 18th, 2024:26.56% (-1.68%)

Analysis last updated: Thursday, April 18, 2024 at 10:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1998	5.71
$α$	0.1253	8.77
$β$	0.8352	56.51
$γ_{1}$	-0.1185	-1.80
$γ_{2}$	0.2366	2.13
$γ_{3}$	-0.2048	-2.20
$γ_{4}$	0.0560	0.77
$γ_{5}$	0.1735	2.63
$γ_{6}$	-0.2931	-2.97
$γ_{7}$	0.2348	2.09
$γ_{8}$	-0.1334	-1.53
$γ_{9}$	0.1424	2.08
$γ_{10}$	-0.1555	-3.23

Estimation Period:
Jan 1, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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