V-Lab
China Resources Power Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:27.00% (-0.57%)
Analysis last updated: Wednesday, May 1, 2024 at 10:59 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 13.00 | |
| 0.0527 | 14.22 | |
| 0.9257 | 330.14 | |
| 0.0216 | 3.01 |
Estimation Period:
Nov 12, 2003 to Apr 30, 2024
Nov 12, 2003 to Apr 30, 2024
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