V-Lab
Hong Kong & China Gas Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 2nd, 2024:19.87% (-1.06%)
Analysis last updated: Friday, May 3, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0269 | 22.85 | |
| 0.0924 | 28.52 | |
| 0.8861 | 318.27 | |
| 0.0380 | 4.47 |
Estimation Period:
Jan 1, 1990 to Apr 30, 2024
Jan 1, 1990 to Apr 30, 2024
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