Hong Kong & China Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.57% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0276 | 24.44 | |
| 0.0967 | 29.83 | |
| 0.8855 | 323.05 | |
| 0.0278 | 3.43 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Hong Kong & China Gas Co Ltd Analyses
Other GJR-GARCH Analyses on International Equities