V-Lab
Hong Kong & China Gas Co Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, May 6th, 2024:18.72% (+1.12%)
Analysis last updated: Saturday, May 4, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0270 | 17.58 | |
| 0.2348 | 38.85 | |
| 0.9771 | 950.46 | |
| -0.0210 | -4.25 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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