Kerry Properties Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.57% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0512 | 14.92 | |
| 0.8339 | 96.58 | |
| 0.0933 | 16.38 | |
| 0.0811 | 3.11 | |
| 0.1249 | 3.22 | |
| 0.8624 | 19.93 |
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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