V-Lab
V-Lab

Hong Kong & China Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 27th, 2024:34.29% (-0.99%)

Analysis last updated: Thursday, March 28, 2024 at 12:31 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hong Kong & China Gas Co Ltd S0GARCH
paramt-stat
ω1.28686.09
α0.12588.83
β0.835857.11
γ1-0.1034-1.55
γ20.21721.92
γ3-0.1963-2.06
γ40.04630.62
γ50.18502.69
γ6-0.3041-2.96
γ70.24452.13
γ8-0.1435-1.63
γ90.15192.21
γ10-0.1602-3.33
Estimation Period:
Jan 1, 1990 to Mar 22, 2024
Impact of return on volatility tomorrow
Volatility Forecasts