V-Lab
BOC Hong Kong Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, May 16th, 2024:17.73% (-0.93%)
Analysis last updated: Thursday, May 16, 2024 at 11:38 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6057 | 3.99 | |
| 0.0676 | 22.96 | |
| 0.9868 | 302.43 | |
| 5 | 6.90 |
Estimation Period:
Jul 25, 2002 to May 14, 2024
Jul 25, 2002 to May 14, 2024
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