Sun Hung Kai Properties Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.35% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0936 | 4.30 | |
| 0.0605 | 41.07 | |
| 0.9939 | 663.95 | |
| 5.8996 | 9.33 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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