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

V-Lab

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V-Lab

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

Volatility Prediction for Monday, April 22nd, 2024:23.95% (-1.15%)

Analysis last updated: Sunday, April 21, 2024 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2432	5.90
$α$	0.1255	8.74
$β$	0.8366	57.41
$γ_{1}$	-0.1257	-1.92
$γ_{2}$	0.2564	2.31
$γ_{3}$	-0.2275	-2.42
$γ_{4}$	0.0691	0.94
$γ_{5}$	0.1756	2.63
$γ_{6}$	-0.3067	-3.07
$γ_{7}$	0.2513	2.20
$γ_{8}$	-0.1465	-1.60
$γ_{9}$	0.1473	1.75
$γ_{10}$	-0.1458	-1.15

Estimation Period:
Jan 1, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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