Sun Hung Kai Properties Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.14% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2330 | 7.77 | |
| 0.0883 | 10.21 | |
| 0.8937 | 89.43 | |
| 0.0012 | 1.70 |
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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