V-Lab
China Resources Power Holdings Co Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 7th, 2024:26.61% (-0.25%)
Analysis last updated: Tuesday, May 7, 2024 at 11:06 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0797 | 12.99 | |
| 0.0527 | 14.23 | |
| 0.9257 | 330.13 | |
| 0.0216 | 3.01 |
Estimation Period:
Nov 12, 2003 to May 3, 2024
Nov 12, 2003 to May 3, 2024
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