Kerry Properties Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.81% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 15.37 | |
| 0.0461 | 16.81 | |
| 0.9205 | 360.42 | |
| 0.0531 | 8.29 |
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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