V-Lab
BOC Hong Kong Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:25.71% (-0.12%)
Analysis last updated: Wednesday, May 1, 2024 at 10:21 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8272 | 5.87 | |
| 0.0609 | 6.44 | |
| 0.9263 | 81.38 | |
| -0.0008 | -1.32 |
Estimation Period:
Jul 25, 2002 to Apr 30, 2024
Jul 25, 2002 to Apr 30, 2024
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