Sun Hung Kai Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.43% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1485 | 8.68 | |
| 0.0902 | 10.03 | |
| 0.8911 | 85.38 | |
| 0.0003 | 1.50 |
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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