Hong Kong Exch & Clearing GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4893 | 7.62 | |
| 0.1956 | 5.68 | |
| 0.7228 | 31.43 | |
| 0.0186 | 0.17 |
Estimation Period:
Jul 3, 2023 to Jun 27, 2025
Jul 3, 2023 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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