V-Lab
BOC Hong Kong Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:20.32% (-1.13%)
Analysis last updated: Friday, May 3, 2024 at 12:09 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6121 | 4.03 | |
| 0.0678 | 23.03 | |
| 0.9869 | 306.39 | |
| 5 | 6.84 |
Estimation Period:
Jul 25, 2002 to Apr 30, 2024
Jul 25, 2002 to Apr 30, 2024
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