Hong Kong & China Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.32% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 24.48 | |
| 0.0968 | 29.87 | |
| 0.8854 | 323.27 | |
| 0.0277 | 3.42 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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