V-Lab
Hong Kong & China Gas Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, May 9th, 2024:21.21% (-0.22%)
Analysis last updated: Thursday, May 9, 2024 at 11:17 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2474 | 5.93 | |
| 0.1256 | 8.75 | |
| 0.8364 | 57.36 | |
| -0.1251 | -1.92 | |
| 0.2564 | 2.32 | |
| -0.2297 | -2.46 | |
| 0.0730 | 1.00 | |
| 0.1707 | 2.60 | |
| -0.3027 | -3.08 | |
| 0.2494 | 2.20 | |
| -0.1457 | -1.59 | |
| 0.1484 | 1.76 | |
| -0.1566 | -1.23 |
Estimation Period:
Jan 1, 1990 to May 3, 2024
Jan 1, 1990 to May 3, 2024
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