Kerry Properties Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.62% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5381 | 5.53 | |
| 0.0936 | 6.54 | |
| 0.8528 | 36.43 | |
| -0.1375 | -4.45 | |
| 0.1842 | 3.81 | |
| -0.0946 | -2.68 | |
| 0.1040 | 3.31 | |
| -0.0785 | -2.57 | |
| 0.0284 | 0.74 |
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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