San Miguel Brewery Hong Kong Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:33.85% (-3.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 14.0528 | 3.51 | |
| 0.1222 | 19.10 | |
| 0.9538 | 69.26 | |
| 2.8062 | 17.18 |
Estimation Period:
Jan 2, 2007 to Jan 30, 2026
Jan 2, 2007 to Jan 30, 2026
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