Sun Hung Kai Properties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.53% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 21.93 | |
| 0.0662 | 20.88 | |
| 0.8951 | 375.92 | |
| 0.0480 | 7.80 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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