V-Lab
Hong Kong & China Gas Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:24.27% (-1.20%)
Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8845 | 4.89 | |
| 0.0872 | 45.75 | |
| 0.9918 | 598.17 | |
| 6 | 10.09 |
Estimation Period:
Jan 1, 1990 to Apr 26, 2024
Jan 1, 1990 to Apr 26, 2024
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