V-Lab
China Resources Power Holdings Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:16.66% (-0.69%)
Analysis last updated: Wednesday, May 1, 2024 at 11:00 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4511 | 5.71 | |
| 0.1154 | 6.27 | |
| 0.7511 | 19.64 | |
| 0.4264 | 4.68 | |
| -0.7731 | -6.16 | |
| 0.5689 | 7.63 | |
| -0.2749 | -3.19 | |
| 0.0015 | 0.02 | |
| 0.1186 | 1.19 | |
| 0.0513 | 0.53 | |
| -0.6618 | -3.20 |
Estimation Period:
Nov 12, 2003 to Apr 30, 2024
Nov 12, 2003 to Apr 30, 2024
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