SUN Hung KAI Properties Ltd GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.52% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3951 | 1.37 | |
| 0.0187 | 0.79 | |
| 0.9512 | 17.24 | |
| 4.6193 | 0.21 |
Estimation Period:
Jul 27, 2023 to Feb 6, 2026
Jul 27, 2023 to Feb 6, 2026
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