V-Lab
BOC Hong Kong Holdings Ltd AGARCH Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:23.30% (-0.70%)
Analysis last updated: Thursday, May 16, 2024 at 11:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0341 | 12.89 | |
| 0.0607 | 25.98 | |
| 0.9255 | 316.96 | |
| 0.2269 | 6.15 |
Estimation Period:
Jul 25, 2002 to May 14, 2024
Jul 25, 2002 to May 14, 2024
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