PCCW Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.09% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0430 | 12.94 | |
| 0.0901 | 23.68 | |
| 0.8997 | 257.96 | |
| 0.0132 | 1.42 |
Estimation Period:
Oct 18, 1994 to Feb 6, 2026
Oct 18, 1994 to Feb 6, 2026
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