V-Lab
Hong Kong & China Gas Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, May 10th, 2024:19.31% (-0.96%)
Analysis last updated: Saturday, May 11, 2024 at 04:03 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8655 | 4.89 | |
| 0.0872 | 45.54 | |
| 0.9917 | 592.77 | |
| 6 | 10.06 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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