V-Lab: Hong Kong & China Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Hong Kong & China Gas Co Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:24.12% (-1.09%)

Analysis last updated: Sunday, April 28, 2024 at 12:00 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2284	5.85
$α$	0.1255	8.78
$β$	0.8355	56.73
$γ_{1}$	-0.1165	-1.79
$γ_{2}$	0.2359	2.14
$γ_{3}$	-0.2081	-2.24
$γ_{4}$	0.0596	0.82
$γ_{5}$	0.1715	2.63
$γ_{6}$	-0.2939	-2.99
$γ_{7}$	0.2383	2.11
$γ_{8}$	-0.1376	-1.56
$γ_{9}$	0.1444	2.10
$γ_{10}$	-0.1557	-3.22

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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