Kerry Properties Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.54% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5434 | 5.56 | |
| 0.0935 | 6.57 | |
| 0.8533 | 36.79 | |
| -0.1350 | -4.36 | |
| 0.1797 | 3.72 | |
| -0.0908 | -2.58 | |
| 0.1001 | 3.28 | |
| -0.0739 | -2.76 | |
| 0.0200 | 1.09 |
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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