Sun Hung Kai Properties Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.31% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0817 | 28.35 | |
| 0.7893 | 94.08 | |
| 0.0652 | 12.97 | |
| 0.0140 | 7.20 | |
| 0.0228 | 6.46 | |
| 0.9733 | 248.41 |
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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