Kerry Properties Ltd GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.51% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0642 | 16.13 | |
| 0.0758 | 32.17 | |
| 0.9163 | 375.53 |
Estimation Period:
Aug 5, 1996 to Feb 6, 2026
Aug 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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